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 | 24,40% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 36 568 CHF | 23 284 CHF | 98,35% | 98,35% |
14/08/2024 | 21,28% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 42 321 CHF | 26 161 CHF | 98,58% | 98,58% |
13/08/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 50 000 CHF | 30 000 CHF | 98,65% | 98,65% |
12/08/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 49 999 CHF | 30 000 CHF | 98,07% | 98,07% |
09/08/2024 | 17,24% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 53 378 CHF | 31 689 CHF | 96,35% | 96,35% |
08/08/2024 | 14,20% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 489 320 | 65 867 CHF | 37 079 CHF | 98,73% | 98,73% |
07/08/2024 | 16,93% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 499 695 | 54 772 CHF | 32 361 CHF | 98,83% | 98,83% |
06/08/2024 | 9,92% | 0,08 CHF | 0,09 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 96 232 CHF | 42 493 CHF | 97,86% | 97,86% |
02/08/2024 | 18,28% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 50 010 CHF | 30 005 CHF | 98,22% | 98,22% |
30/07/2024 | 23,18% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 38 493 CHF | 24 247 CHF | 98,91% | 98,91% |