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 | 40,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 996 454 | 250 000 | 19 929 CHF | 7 500 CHF | 99,38% | 99,38% |
14/08/2024 | 33,61% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 24 795 CHF | 8 699 CHF | 98,86% | 98,86% |
13/08/2024 | 30,31% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 984 500 | 250 000 | 27 742 CHF | 9 552 CHF | 98,87% | 98,87% |
12/08/2024 | 30,42% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 986 010 | 250 000 | 27 690 CHF | 9 515 CHF | 98,73% | 98,73% |
09/08/2024 | 27,77% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 31 125 CHF | 10 281 CHF | 98,82% | 98,82% |
08/08/2024 | 21,56% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 993 376 | 250 000 | 41 478 CHF | 12 944 CHF | 96,82% | 96,82% |
07/08/2024 | 24,98% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 524 | 250 000 | 34 843 CHF | 11 276 CHF | 98,65% | 98,65% |
06/08/2024 | 17,77% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 954 781 | 436 648 | 49 118 CHF | 27 124 CHF | 98,85% | 98,85% |
02/08/2024 | 23,26% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 38 391 CHF | 12 098 CHF | 99,39% | 99,39% |
30/07/2024 | 23,77% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 289 | 250 000 | 37 011 CHF | 11 803 CHF | 99,39% | 99,39% |