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 | 22,68% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 39 183 CHF | 12 296 CHF | 100,00% | 100,00% |
14/08/2024 | 21,22% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 42 262 CHF | 13 066 CHF | 100,00% | 100,00% |
13/08/2024 | 19,21% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 984 108 | 357 396 | 46 465 CHF | 20 723 CHF | 98,87% | 98,87% |
12/08/2024 | 18,64% | 0,05 CHF | 0,06 CHF | 250 000 | 250 000 | 951 146 | 419 215 | 46 300 CHF | 24 809 CHF | 98,74% | 98,74% |
09/08/2024 | 17,52% | 0,05 CHF | 0,06 CHF | 925 000 | 475 000 | 963 428 | 485 632 | 50 193 CHF | 30 167 CHF | 99,83% | 99,83% |
08/08/2024 | 13,84% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 750 639 | 387 754 | 50 505 CHF | 29 968 CHF | 100,00% | 100,00% |
07/08/2024 | 14,18% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 762 872 | 393 814 | 49 868 CHF | 29 723 CHF | 99,47% | 99,47% |
06/08/2024 | 10,55% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 563 009 | 363 393 | 50 549 CHF | 36 932 CHF | 99,04% | 99,30% |
02/08/2024 | 20,25% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 997 063 | 297 095 | 44 558 CHF | 16 515 CHF | 99,80% | 99,80% |
31/07/2024 | 20,78% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 991 252 | 250 000 | 42 892 CHF | 13 310 CHF | 32,11% | 32,11% |