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 | 26,68% | 0,04 CHF | 0,05 CHF | 1 000 000 | 150 000 | 1 000 000 | 150 000 | 32 983 CHF | 6 447 CHF | 99,16% | 99,16% |
14/08/2024 | 24,65% | 0,03 CHF | 0,04 CHF | 1 000 000 | 150 000 | 1 000 000 | 150 000 | 36 169 CHF | 6 925 CHF | 96,53% | 96,53% |
13/08/2024 | 28,81% | 0,03 CHF | 0,04 CHF | 1 000 000 | 150 000 | 1 000 000 | 151 047 | 29 799 CHF | 6 001 CHF | 99,16% | 99,16% |
12/08/2024 | 24,42% | 0,03 CHF | 0,04 CHF | 1 000 000 | 150 000 | 591 951 | 150 000 | 21 091 CHF | 6 980 CHF | 99,16% | 99,16% |
09/08/2024 | 19,51% | 0,04 CHF | 0,05 CHF | 250 000 | 150 000 | 250 000 | 144 231 | 11 679 CHF | 8 161 CHF | 99,17% | 99,17% |
08/08/2024 | 21,95% | 0,05 CHF | 0,06 CHF | 250 000 | 150 000 | 250 000 | 150 000 | 10 172 CHF | 7 603 CHF | 98,85% | 98,85% |
07/08/2024 | 16,23% | 0,05 CHF | 0,06 CHF | 250 000 | 100 000 | 250 000 | 103 376 | 14 284 CHF | 6 915 CHF | 75,31% | 75,31% |
06/08/2024 | 21,64% | 0,04 CHF | 0,05 CHF | 250 000 | 150 000 | 250 000 | 149 085 | 10 395 CHF | 7 680 CHF | 99,16% | 99,16% |
02/08/2024 | 14,14% | 0,06 CHF | 0,07 CHF | 250 000 | 100 000 | 250 000 | 99 796 | 16 542 CHF | 7 591 CHF | 93,89% | 93,89% |
31/07/2024 | 11,38% | 0,08 CHF | 0,09 CHF | 250 000 | 100 000 | 250 000 | 96 857 | 20 798 CHF | 8 995 CHF | 39,53% | 39,53% |