Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/08/2024 | 51,54% | 0,03 CHF | 0,05 CHF | 37 500 | 37 500 | 37 098 | 37 098 | 1 102 CHF | 1 856 CHF | 98,38% | 98,38% |
14/08/2024 | 53,78% | 0,03 CHF | 0,05 CHF | 37 500 | 37 500 | 36 478 | 36 478 | 1 066 CHF | 1 825 CHF | 98,49% | 98,49% |
13/08/2024 | 51,60% | 0,03 CHF | 0,05 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 750 CHF | 1 274 CHF | 97,09% | 97,09% |
12/08/2024 | 64,69% | 0,03 CHF | 0,06 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 1 128 CHF | 2 210 CHF | 97,93% | 97,93% |
09/08/2024 | 58,85% | 0,03 CHF | 0,05 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 1 125 CHF | 2 074 CHF | 100,00% | 100,00% |
08/08/2024 | 64,40% | 0,03 CHF | 0,05 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 654 CHF | 1 260 CHF | 96,70% | 96,70% |
07/08/2024 | 46,98% | 0,03 CHF | 0,06 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 1 402 CHF | 2 251 CHF | 100,00% | 100,00% |
06/08/2024 | 64,72% | 0,03 CHF | 0,06 CHF | 25 000 | 25 000 | 19 855 | 19 855 | 623 CHF | 1 198 CHF | 99,56% | 99,56% |
02/08/2024 | 81,52% | 0,03 CHF | 0,08 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 380 CHF | 898 CHF | 43,01% | 43,01% |
31/07/2024 | 28,45% | 0,07 CHF | 0,10 CHF | 25 000 | 25 000 | 24 179 | 24 179 | 1 831 CHF | 2 424 CHF | 29,49% | 29,49% |