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 | 28,14% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 996 079 | 250 000 | 30 488 CHF | 10 151 CHF | 99,39% | 99,39% |
14/08/2024 | 26,54% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 32 845 CHF | 10 711 CHF | 98,88% | 98,88% |
13/08/2024 | 34,14% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 24 395 CHF | 8 599 CHF | 98,85% | 98,85% |
12/08/2024 | 33,30% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 993 738 | 250 000 | 24 898 CHF | 8 764 CHF | 98,74% | 98,74% |
09/08/2024 | 35,50% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 23 377 CHF | 8 344 CHF | 98,75% | 98,75% |
08/08/2024 | 31,38% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 091 | 250 000 | 26 887 CHF | 9 265 CHF | 96,90% | 96,90% |
07/08/2024 | 27,53% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 989 330 | 250 581 | 31 157 CHF | 10 410 CHF | 98,66% | 98,66% |
06/08/2024 | 12,21% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 649 317 | 338 893 | 49 883 CHF | 29 439 CHF | 98,81% | 98,81% |
02/08/2024 | 8,78% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 475 082 | 475 082 | 51 741 CHF | 56 492 CHF | 99,38% | 99,38% |
30/07/2024 | 7,09% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 384 788 | 384 788 | 52 362 CHF | 56 210 CHF | 99,38% | 99,38% |