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 | 22,85% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 39 149 CHF | 24 575 CHF | 97,26% | 97,26% |
14/08/2024 | 18,12% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 50 238 CHF | 30 119 CHF | 92,60% | 92,60% |
13/08/2024 | 15,33% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 60 384 CHF | 35 192 CHF | 99,56% | 99,56% |
12/08/2024 | 15,23% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 60 755 CHF | 35 378 CHF | 97,60% | 97,60% |
09/08/2024 | 11,94% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 78 935 CHF | 44 468 CHF | 99,59% | 99,59% |
08/08/2024 | 8,61% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 418 707 | 112 375 CHF | 50 870 CHF | 99,16% | 99,16% |
07/08/2024 | 9,72% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 422 354 | 98 642 CHF | 45 597 CHF | 99,50% | 99,50% |
06/08/2024 | 6,36% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 802 086 | 304 003 | 121 917 CHF | 49 055 CHF | 99,29% | 99,29% |
02/08/2024 | 12,40% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 1 000 000 | 483 357 | 79 551 CHF | 42 528 CHF | 99,47% | 99,47% |
30/07/2024 | 16,26% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 57 199 CHF | 33 600 CHF | 99,29% | 99,29% |