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 | 71,88% | 0,01 CHF | 0,02 CHF | 500 000 | 50 000 | 500 000 | 49 597 | 5 605 CHF | 1 175 CHF | 98,38% | 98,38% |
14/08/2024 | 66,72% | 0,01 CHF | 0,02 CHF | 500 000 | 50 000 | 437 926 | 45 710 | 6 031 CHF | 1 262 CHF | 98,49% | 98,49% |
13/08/2024 | 44,39% | 0,02 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 10 509 CHF | 1 655 CHF | 96,74% | 96,74% |
12/08/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 15 000 CHF | 2 000 CHF | 100,00% | 100,00% |
09/08/2024 | 28,70% | 0,03 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 14 984 CHF | 2 000 CHF | 100,00% | 100,00% |
08/08/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 15 000 CHF | 2 000 CHF | 96,70% | 96,70% |
07/08/2024 | 29,78% | 0,03 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 15 000 CHF | 2 028 CHF | 100,00% | 100,00% |
06/08/2024 | 44,62% | 0,03 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 39 710 | 12 894 CHF | 1 588 CHF | 99,56% | 99,56% |
02/08/2024 | 86,04% | 0,03 CHF | 0,06 CHF | 500 000 | 10 000 | 500 000 | 10 000 | 11 735 CHF | 583 CHF | 95,62% | 95,62% |
31/07/2024 | 25,67% | 0,04 CHF | 0,05 CHF | 500 000 | 50 000 | 500 000 | 47 408 | 19 380 CHF | 2 370 CHF | 29,57% | 29,57% |