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 | 69,51% | 0,01 CHF | 0,02 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 9 443 CHF | 9 722 CHF | 99,47% | 99,47% |
14/08/2024 | 71,41% | 0,01 CHF | 0,02 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 9 017 CHF | 9 509 CHF | 99,62% | 99,62% |
13/08/2024 | 78,12% | 0,01 CHF | 0,02 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 7 822 CHF | 8 911 CHF | 99,68% | 99,68% |
12/08/2024 | 61,80% | 0,01 CHF | 0,02 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 11 251 CHF | 10 625 CHF | 99,28% | 99,28% |
09/08/2024 | 47,91% | 0,01 CHF | 0,02 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 15 955 CHF | 12 977 CHF | 99,58% | 99,58% |
08/08/2024 | 53,58% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 13 715 CHF | 11 858 CHF | 99,45% | 99,45% |
07/08/2024 | 54,15% | 0,01 CHF | 0,02 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 13 533 CHF | 11 766 CHF | 99,60% | 99,60% |
06/08/2024 | 50,49% | 0,01 CHF | 0,02 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 14 964 CHF | 12 482 CHF | 98,86% | 98,86% |
02/08/2024 | 43,30% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 18 764 CHF | 14 382 CHF | 99,50% | 99,50% |
30/07/2024 | 28,23% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 30 539 CHF | 20 270 CHF | 99,55% | 99,55% |