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 | 89,07% | 0,01 CHF | 0,02 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 6 286 CHF | 8 143 CHF | 99,59% | 99,59% |
14/08/2024 | 75,47% | 0,01 CHF | 0,02 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 8 304 CHF | 9 152 CHF | 99,59% | 99,59% |
13/08/2024 | 62,37% | 0,01 CHF | 0,02 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 11 051 CHF | 10 525 CHF | 99,63% | 99,63% |
12/08/2024 | 63,91% | 0,01 CHF | 0,02 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 10 724 CHF | 10 362 CHF | 99,41% | 99,41% |
09/08/2024 | 47,88% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 15 917 CHF | 12 959 CHF | 99,53% | 99,53% |
08/08/2024 | 39,58% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 20 367 CHF | 15 184 CHF | 94,80% | 94,80% |
07/08/2024 | 38,10% | 0,01 CHF | 0,02 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 23 045 CHF | 16 522 CHF | 99,51% | 99,51% |
06/08/2024 | 23,48% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 890 110 | 389 913 | 33 832 CHF | 18 610 CHF | 99,53% | 99,53% |
02/08/2024 | 48,39% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 17 332 CHF | 13 666 CHF | 99,53% | 99,53% |
30/07/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 20 003 CHF | 15 001 CHF | 99,56% | 99,56% |