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 | 32,55% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 26 518 CHF | 18 259 CHF | 97,26% | 97,26% |
14/08/2024 | 24,97% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 35 664 CHF | 22 832 CHF | 99,04% | 99,04% |
13/08/2024 | 20,40% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 44 504 CHF | 27 252 CHF | 99,15% | 99,15% |
12/08/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 50 000 CHF | 30 000 CHF | 99,17% | 99,17% |
09/08/2024 | 13,92% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 496 587 | 67 193 CHF | 38 305 CHF | 99,08% | 99,08% |
08/08/2024 | 11,89% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 440 830 | 81 829 CHF | 39 811 CHF | 98,58% | 98,58% |
07/08/2024 | 9,93% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 999 861 | 401 009 | 96 502 CHF | 42 694 CHF | 99,17% | 99,17% |
06/08/2024 | 8,12% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 992 322 | 392 322 | 117 716 CHF | 50 396 CHF | 98,36% | 98,36% |
02/08/2024 | 13,33% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 1 000 000 | 485 616 | 71 213 CHF | 39 185 CHF | 99,06% | 99,06% |
30/07/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 30 009 CHF | 20 005 CHF | 98,83% | 98,83% |