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 | 27,69% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 994 890 | 250 000 | 31 080 CHF | 10 308 CHF | 99,38% | 99,38% |
14/08/2024 | 26,57% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 32 800 CHF | 10 700 CHF | 98,86% | 98,86% |
13/08/2024 | 26,85% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 985 217 | 250 000 | 31 933 CHF | 10 603 CHF | 98,86% | 98,86% |
12/08/2024 | 25,32% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 846 | 250 000 | 34 303 CHF | 11 138 CHF | 98,73% | 98,73% |
09/08/2024 | 22,99% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 38 620 CHF | 12 155 CHF | 98,83% | 98,83% |
08/08/2024 | 28,55% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 992 237 | 250 000 | 29 791 CHF | 10 006 CHF | 96,84% | 96,84% |
07/08/2024 | 25,96% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 33 654 CHF | 10 913 CHF | 98,65% | 98,65% |
06/08/2024 | 28,15% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 979 045 | 250 000 | 29 884 CHF | 10 151 CHF | 98,70% | 98,70% |
02/08/2024 | 21,63% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 996 592 | 252 668 | 41 278 CHF | 13 006 CHF | 99,38% | 99,38% |
30/07/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 993 315 | 250 000 | 39 733 CHF | 12 500 CHF | 99,38% | 99,38% |