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 | 26,77% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 32 762 CHF | 10 691 CHF | 100,00% | 100,00% |
14/08/2024 | 25,62% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 34 131 CHF | 11 033 CHF | 99,50% | 99,50% |
13/08/2024 | 27,77% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 31 124 CHF | 10 281 CHF | 99,50% | 99,50% |
12/08/2024 | 30,33% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 28 156 CHF | 9 539 CHF | 99,38% | 99,38% |
09/08/2024 | 27,04% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 32 149 CHF | 10 537 CHF | 99,44% | 99,44% |
08/08/2024 | 32,26% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 26 131 CHF | 9 033 CHF | 97,48% | 97,48% |
07/08/2024 | 31,41% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 27 014 CHF | 9 254 CHF | 99,28% | 99,28% |
06/08/2024 | 40,45% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 985 584 | 250 000 | 19 579 CHF | 7 472 CHF | 99,33% | 99,33% |
02/08/2024 | 28,83% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 990 339 | 251 137 | 30 012 CHF | 10 103 CHF | 99,99% | 99,99% |
30/07/2024 | 11,47% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 613 026 | 311 987 | 50 424 CHF | 28 766 CHF | 100,00% | 100,00% |