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 | 40,16% | 0,02 CHF | 0,03 CHF | 500 000 | 50 000 | 500 000 | 49 436 | 10 061 CHF | 1 492 CHF | 92,36% | 92,36% |
14/08/2024 | 40,32% | 0,03 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 48 908 | 10 237 CHF | 1 496 CHF | 90,03% | 90,03% |
13/08/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 10 000 CHF | 1 500 CHF | 92,82% | 92,82% |
12/08/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 10 000 CHF | 1 500 CHF | 98,37% | 98,37% |
09/08/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 10 000 CHF | 1 500 CHF | 99,27% | 99,27% |
08/08/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 10 000 CHF | 1 500 CHF | 91,72% | 91,72% |
07/08/2024 | 40,55% | 0,02 CHF | 0,03 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 9 897 CHF | 1 490 CHF | 99,76% | 99,76% |
06/08/2024 | 43,90% | 0,02 CHF | 0,03 CHF | 500 000 | 50 000 | 500 000 | 39 649 | 9 643 CHF | 1 177 CHF | 97,46% | 97,46% |
02/08/2024 | 81,78% | 0,01 CHF | 0,03 CHF | 500 000 | 10 000 | 500 000 | 10 000 | 8 051 CHF | 372 CHF | 99,11% | 99,11% |
31/07/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 46 609 | 15 000 CHF | 1 864 CHF | 30,67% | 30,67% |