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 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 50 000 | 500 000 | 47 535 | 5 000 CHF | 951 CHF | 33,78% | 93,31% |
14/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 50 000 | 500 000 | 48 262 | 5 000 CHF | 965 CHF | 95,16% | 98,67% |
13/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 5 000 CHF | 1 000 CHF | 34,88% | 95,71% |
12/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 5 000 CHF | 1 000 CHF | 100,00% | 100,00% |
09/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 5 000 CHF | 1 000 CHF | 84,20% | 84,20% |
08/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 5 000 CHF | 1 000 CHF | 97,81% | 97,81% |
07/08/2024 | 95,84% | 0,01 CHF | 0,02 CHF | 500 000 | 50 000 | 42 852 | 25 940 | 438 CHF | 754 CHF | 98,89% | 98,89% |
06/08/2024 | 65,86% | 0,01 CHF | 0,02 CHF | 500 000 | 50 000 | 500 000 | 37 691 | 6 190 CHF | 835 CHF | 99,35% | 99,35% |
02/08/2024 | 99,43% | 0,01 CHF | 0,02 CHF | 500 000 | 10 000 | 500 000 | 10 000 | 5 019 CHF | 299 CHF | 99,13% | 99,13% |
31/07/2024 | 30,10% | 0,03 CHF | 0,04 CHF | 481 957 | 25 000 | 483 199 | 24 663 | 14 679 CHF | 1 013 CHF | 30,66% | 30,66% |