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 | 22,22% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 40 000 CHF | 12 500 CHF | 100,00% | 100,00% |
14/08/2024 | 21,86% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 272 952 | 40 877 CHF | 14 076 CHF | 99,48% | 99,48% |
13/08/2024 | 19,69% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 992 744 | 295 040 | 45 537 CHF | 16 621 CHF | 99,56% | 99,56% |
12/08/2024 | 20,07% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 44 853 CHF | 13 713 CHF | 99,45% | 99,45% |
09/08/2024 | 22,09% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 40 288 CHF | 12 572 CHF | 99,46% | 99,46% |
08/08/2024 | 19,40% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 994 354 | 409 299 | 46 743 CHF | 23 879 CHF | 97,49% | 97,49% |
07/08/2024 | 17,84% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 983 444 | 494 481 | 50 229 CHF | 30 210 CHF | 99,30% | 99,30% |
06/08/2024 | 16,67% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 911 271 | 470 424 | 50 121 CHF | 30 580 CHF | 99,40% | 99,40% |
02/08/2024 | 15,18% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 821 309 | 401 593 | 50 169 CHF | 28 781 CHF | 100,00% | 100,00% |
30/07/2024 | 14,32% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 779 672 | 401 557 | 50 569 CHF | 30 062 CHF | 100,00% | 100,00% |