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 | 67,55% | 0,01 CHF | 0,02 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 9 939 CHF | 9 970 CHF | 84,55% | 84,55% |
14/08/2024 | 40,34% | 0,01 CHF | 0,02 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 19 873 CHF | 14 937 CHF | 91,60% | 91,60% |
13/08/2024 | 38,55% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 21 272 CHF | 15 636 CHF | 94,46% | 94,46% |
12/08/2024 | 34,37% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 24 924 CHF | 17 462 CHF | 93,77% | 93,77% |
09/08/2024 | 25,01% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 35 614 CHF | 22 807 CHF | 96,03% | 96,03% |
08/08/2024 | 18,94% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 476 393 | 48 344 CHF | 27 686 CHF | 98,82% | 98,82% |
07/08/2024 | 11,81% | 0,07 CHF | 0,08 CHF | 1 000 000 | 400 000 | 963 765 | 363 765 | 77 215 CHF | 32 585 CHF | 92,23% | 92,23% |
06/08/2024 | 8,04% | 0,11 CHF | 0,12 CHF | 900 000 | 300 000 | 837 938 | 279 313 | 100 128 CHF | 36 169 CHF | 98,31% | 98,31% |
02/08/2024 | 15,11% | 0,07 CHF | 0,08 CHF | 1 000 000 | 400 000 | 1 000 000 | 405 655 | 61 543 CHF | 28 968 CHF | 98,24% | 98,24% |
30/07/2024 | 33,28% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 25 877 CHF | 17 939 CHF | 89,41% | 89,41% |