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 | 19,13% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 987 553 | 365 187 | 46 771 CHF | 21 245 CHF | 99,42% | 99,42% |
14/08/2024 | 18,44% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 992 392 | 451 379 | 48 920 CHF | 26 872 CHF | 98,88% | 98,88% |
13/08/2024 | 18,20% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 497 370 | 49 957 CHF | 29 821 CHF | 98,90% | 98,90% |
12/08/2024 | 18,23% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 489 750 | 49 874 CHF | 29 345 CHF | 98,90% | 98,90% |
09/08/2024 | 18,07% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 997 635 | 493 861 | 50 228 CHF | 29 806 CHF | 98,84% | 98,84% |
08/08/2024 | 21,37% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 255 381 | 41 985 CHF | 13 317 CHF | 96,71% | 96,71% |
07/08/2024 | 20,53% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 992 483 | 250 000 | 43 462 CHF | 13 450 CHF | 98,58% | 98,58% |
06/08/2024 | 18,23% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 991 641 | 460 090 | 49 498 CHF | 27 680 CHF | 98,91% | 98,91% |
02/08/2024 | 17,87% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 978 963 | 482 230 | 49 947 CHF | 29 488 CHF | 99,12% | 99,12% |
30/07/2024 | 14,21% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 769 592 | 397 296 | 50 331 CHF | 29 956 CHF | 99,50% | 99,50% |