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 | 59,47% | 0,01 CHF | 0,02 CHF | 500 000 | 500 000 | 224 125 | 224 125 | 2 717 CHF | 4 967 CHF | 99,89% | 99,89% |
14/08/2024 | 56,70% | 0,01 CHF | 0,02 CHF | 520 000 | 520 000 | 226 112 | 226 112 | 2 859 CHF | 5 132 CHF | 98,88% | 98,88% |
13/08/2024 | 58,49% | 0,01 CHF | 0,02 CHF | 500 000 | 500 000 | 219 927 | 219 927 | 2 829 CHF | 5 039 CHF | 100,00% | 100,00% |
12/08/2024 | 54,25% | 0,01 CHF | 0,02 CHF | 500 000 | 500 000 | 223 636 | 223 636 | 3 020 CHF | 5 275 CHF | 99,13% | 99,13% |
09/08/2024 | 58,70% | 0,01 CHF | 0,02 CHF | 520 000 | 520 000 | 227 151 | 227 151 | 2 840 CHF | 5 125 CHF | 99,89% | 99,89% |
08/08/2024 | 66,95% | 0,01 CHF | 0,02 CHF | 540 000 | 540 000 | 243 601 | 243 601 | 2 493 CHF | 4 940 CHF | 99,97% | 99,97% |
07/08/2024 | 59,31% | 0,01 CHF | 0,02 CHF | 520 000 | 520 000 | 234 746 | 234 746 | 2 871 CHF | 5 229 CHF | 99,98% | 99,98% |
06/08/2024 | 47,95% | 0,01 CHF | 0,02 CHF | 540 000 | 540 000 | 234 472 | 234 472 | 3 713 CHF | 6 069 CHF | 99,90% | 99,90% |
02/08/2024 | 26,26% | 0,02 CHF | 0,04 CHF | 48 000 | 48 000 | 165 267 | 165 267 | 4 583 CHF | 6 249 CHF | 87,01% | 99,39% |
30/07/2024 | 8,48% | 0,11 CHF | 0,12 CHF | 340 000 | 340 000 | 153 905 | 153 905 | 17 664 CHF | 19 210 CHF | 100,00% | 100,00% |