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 | 17,37% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 958 056 | 480 070 | 50 380 CHF | 30 049 CHF | 100,00% | 100,00% |
14/08/2024 | 18,94% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 392 716 | 47 914 CHF | 22 979 CHF | 99,47% | 99,47% |
13/08/2024 | 22,33% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 39 915 CHF | 12 479 CHF | 99,45% | 99,45% |
12/08/2024 | 21,54% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 991 879 | 250 000 | 41 207 CHF | 12 883 CHF | 99,31% | 99,31% |
09/08/2024 | 19,91% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 265 776 | 45 237 CHF | 14 710 CHF | 99,42% | 99,42% |
08/08/2024 | 22,05% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 40 407 CHF | 12 602 CHF | 97,48% | 97,48% |
07/08/2024 | 21,07% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 42 598 CHF | 13 150 CHF | 99,26% | 99,26% |
06/08/2024 | 22,04% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 989 658 | 250 000 | 39 986 CHF | 12 600 CHF | 99,48% | 99,48% |
02/08/2024 | 22,19% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 40 095 CHF | 12 524 CHF | 100,00% | 100,00% |
30/07/2024 | 18,57% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 998 935 | 439 820 | 48 877 CHF | 26 086 CHF | 100,00% | 100,00% |