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 | 68,93% | 0,01 CHF | 0,02 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 9 619 CHF | 9 810 CHF | 97,46% | 97,46% |
14/08/2024 | 50,81% | 0,01 CHF | 0,02 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 14 718 CHF | 12 359 CHF | 99,33% | 99,33% |
13/08/2024 | 40,46% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 19 836 CHF | 14 918 CHF | 99,55% | 99,55% |
12/08/2024 | 40,25% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 499 551 | 19 957 CHF | 14 965 CHF | 98,82% | 98,82% |
09/08/2024 | 37,74% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 21 979 CHF | 15 989 CHF | 99,63% | 99,63% |
08/08/2024 | 21,93% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 499 891 | 40 863 CHF | 25 426 CHF | 99,57% | 99,57% |
07/08/2024 | 18,85% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 49 274 CHF | 29 637 CHF | 99,60% | 99,60% |
06/08/2024 | 12,52% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 465 128 | 75 577 CHF | 39 531 CHF | 98,49% | 98,49% |
02/08/2024 | 27,29% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 32 034 CHF | 21 017 CHF | 99,60% | 99,60% |
30/07/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 30 000 CHF | 20 000 CHF | 98,73% | 98,73% |