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 | 26,48% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 881 | 250 000 | 32 746 CHF | 10 731 CHF | 99,39% | 99,39% |
14/08/2024 | 24,96% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 35 065 CHF | 11 266 CHF | 98,87% | 98,87% |
13/08/2024 | 22,71% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 985 112 | 250 000 | 38 552 CHF | 12 281 CHF | 98,90% | 98,90% |
12/08/2024 | 22,58% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 814 | 250 000 | 39 072 CHF | 12 340 CHF | 98,78% | 98,78% |
09/08/2024 | 23,96% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 36 881 CHF | 11 720 CHF | 98,81% | 98,81% |
08/08/2024 | 18,87% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 992 236 | 399 073 | 47 716 CHF | 23 437 CHF | 96,88% | 96,88% |
07/08/2024 | 20,45% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 998 781 | 253 657 | 43 937 CHF | 13 699 CHF | 98,63% | 98,63% |
06/08/2024 | 15,78% | 0,05 CHF | 0,06 CHF | 925 000 | 475 000 | 853 024 | 433 645 | 49 862 CHF | 29 664 CHF | 98,69% | 98,69% |
02/08/2024 | 22,02% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 996 590 | 250 000 | 40 354 CHF | 12 623 CHF | 99,38% | 99,38% |
30/07/2024 | 20,32% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 993 233 | 255 345 | 43 978 CHF | 13 865 CHF | 99,39% | 99,39% |