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 | 51,61% | 0,01 CHF | 0,02 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 16 642 CHF | 13 321 CHF | 96,01% | 96,01% |
14/08/2024 | 27,32% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 31 976 CHF | 20 988 CHF | 97,88% | 97,88% |
13/08/2024 | 27,07% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 32 624 CHF | 21 312 CHF | 99,41% | 99,41% |
12/08/2024 | 27,58% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 31 560 CHF | 20 780 CHF | 96,09% | 96,09% |
09/08/2024 | 19,54% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 46 646 CHF | 28 323 CHF | 99,38% | 99,38% |
08/08/2024 | 15,96% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 58 019 CHF | 34 009 CHF | 95,52% | 95,52% |
07/08/2024 | 20,82% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 43 478 CHF | 26 739 CHF | 94,17% | 94,17% |
06/08/2024 | 16,11% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 889 702 | 389 702 | 51 061 CHF | 26 119 CHF | 99,52% | 99,52% |
02/08/2024 | 38,66% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 21 361 CHF | 15 680 CHF | 99,57% | 99,57% |
30/07/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 20 000 CHF | 15 000 CHF | 99,60% | 99,60% |