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 | 22,22% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 74 196 | 20 000 CHF | 3 710 CHF | 98,36% | 98,36% |
14/08/2024 | 23,71% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 72 955 | 19 160 CHF | 3 537 CHF | 98,49% | 98,49% |
13/08/2024 | 27,66% | 0,03 CHF | 0,04 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 15 716 CHF | 3 107 CHF | 96,74% | 96,74% |
12/08/2024 | 22,25% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 19 980 CHF | 3 747 CHF | 100,00% | 100,00% |
09/08/2024 | 24,21% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 18 435 CHF | 3 515 CHF | 100,00% | 100,00% |
08/08/2024 | 27,53% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 15 822 CHF | 3 123 CHF | 96,70% | 96,70% |
07/08/2024 | 22,29% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 19 945 CHF | 3 742 CHF | 100,00% | 100,00% |
06/08/2024 | 34,47% | 0,03 CHF | 0,04 CHF | 500 000 | 75 000 | 500 000 | 54 422 | 15 777 CHF | 2 329 CHF | 99,56% | 99,56% |
02/08/2024 | 56,02% | 0,03 CHF | 0,05 CHF | 500 000 | 20 000 | 500 000 | 20 000 | 16 543 CHF | 1 171 CHF | 98,57% | 98,57% |
30/07/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 25 000 CHF | 4 500 CHF | 96,72% | 96,72% |