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 | 57,57% | 0,02 CHF | 0,03 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 20 115 CHF | 3 512 CHF | 99,27% | 99,27% |
14/08/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 30 000 CHF | 4 500 CHF | 99,27% | 99,27% |
13/08/2024 | 39,34% | 0,02 CHF | 0,03 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 30 867 CHF | 4 587 CHF | 99,17% | 99,17% |
12/08/2024 | 33,98% | 0,03 CHF | 0,04 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 37 901 CHF | 5 290 CHF | 99,27% | 99,27% |
09/08/2024 | 28,67% | 0,03 CHF | 0,04 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 44 876 CHF | 5 988 CHF | 99,23% | 99,23% |
08/08/2024 | 29,90% | 0,03 CHF | 0,04 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 43 253 CHF | 5 825 CHF | 99,26% | 99,26% |
07/08/2024 | 27,18% | 0,03 CHF | 0,04 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 48 298 CHF | 6 330 CHF | 98,91% | 98,91% |
06/08/2024 | 37,76% | 0,03 CHF | 0,04 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 32 942 CHF | 4 794 CHF | 98,71% | 98,71% |
02/08/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 45 000 CHF | 6 000 CHF | 97,97% | 97,97% |
31/07/2024 | 25,96% | 0,04 CHF | 0,05 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 51 180 CHF | 6 618 CHF | 37,90% | 37,90% |