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 | 24,23% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 36 390 CHF | 11 597 CHF | 100,00% | 100,00% |
14/08/2024 | 21,34% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 41 999 CHF | 13 000 CHF | 99,47% | 99,47% |
13/08/2024 | 20,62% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 256 066 | 43 630 CHF | 13 751 CHF | 99,56% | 99,56% |
12/08/2024 | 17,71% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 967 690 | 480 985 | 49 891 CHF | 29 657 CHF | 99,44% | 99,44% |
09/08/2024 | 16,23% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 901 412 | 459 815 | 51 043 CHF | 30 627 CHF | 99,41% | 99,41% |
08/08/2024 | 14,25% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 775 940 | 397 532 | 50 558 CHF | 29 895 CHF | 97,54% | 97,54% |
07/08/2024 | 11,48% | 0,09 CHF | 0,10 CHF | 675 000 | 350 000 | 617 533 | 317 875 | 50 731 CHF | 29 286 CHF | 99,28% | 99,28% |
06/08/2024 | 9,63% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 509 048 | 469 034 | 50 300 CHF | 51 376 CHF | 99,49% | 99,49% |
02/08/2024 | 11,65% | 0,10 CHF | 0,11 CHF | 675 000 | 350 000 | 630 275 | 323 973 | 51 036 CHF | 29 466 CHF | 100,00% | 100,00% |
30/07/2024 | 7,16% | 0,14 CHF | 0,15 CHF | 400 000 | 400 000 | 388 892 | 388 892 | 52 365 CHF | 56 254 CHF | 100,00% | 100,00% |