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 | 37,85% | 0,01 CHF | 0,02 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 23 009 CHF | 16 504 CHF | 99,47% | 99,47% |
14/08/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 30 000 CHF | 20 000 CHF | 99,61% | 99,61% |
13/08/2024 | 22,32% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 39 841 CHF | 24 921 CHF | 99,66% | 99,66% |
12/08/2024 | 25,29% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 35 163 CHF | 22 581 CHF | 99,66% | 99,66% |
09/08/2024 | 17,17% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 53 623 CHF | 31 812 CHF | 99,61% | 99,61% |
08/08/2024 | 10,47% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 999 940 | 410 211 | 92 308 CHF | 41 710 CHF | 99,57% | 99,57% |
07/08/2024 | 12,88% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 446 760 | 73 183 CHF | 36 930 CHF | 99,01% | 99,01% |
06/08/2024 | 6,00% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 698 506 | 250 190 | 111 133 CHF | 41 661 CHF | 89,13% | 89,13% |
02/08/2024 | 7,89% | 0,18 CHF | 0,19 CHF | 750 000 | 250 000 | 947 332 | 361 267 | 116 604 CHF | 47 574 CHF | 98,68% | 98,68% |
30/07/2024 | 15,26% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 61 140 CHF | 35 570 CHF | 99,52% | 99,52% |