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 | 24,03% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 36 751 CHF | 11 688 CHF | 100,00% | 100,00% |
14/08/2024 | 24,77% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 35 412 CHF | 11 353 CHF | 99,47% | 99,47% |
13/08/2024 | 24,18% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 36 468 CHF | 11 617 CHF | 99,43% | 99,43% |
12/08/2024 | 23,14% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 934 | 250 000 | 38 071 CHF | 12 089 CHF | 99,37% | 99,37% |
09/08/2024 | 22,62% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 39 433 CHF | 12 358 CHF | 99,39% | 99,39% |
08/08/2024 | 23,20% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 38 246 CHF | 12 062 CHF | 97,53% | 97,53% |
07/08/2024 | 19,59% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 307 280 | 46 138 CHF | 17 392 CHF | 99,29% | 99,29% |
06/08/2024 | 20,84% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 991 067 | 277 123 | 42 873 CHF | 15 051 CHF | 99,45% | 99,45% |
02/08/2024 | 16,18% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 890 983 | 455 771 | 50 630 CHF | 30 464 CHF | 99,98% | 99,98% |
30/07/2024 | 4,62% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 52 920 CHF | 55 420 CHF | 100,00% | 100,00% |