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 | 23,99% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 36 842 CHF | 11 711 CHF | 100,00% | 100,00% |
14/08/2024 | 23,38% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 37 908 CHF | 11 977 CHF | 99,48% | 99,48% |
13/08/2024 | 24,68% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 730 | 250 000 | 35 313 CHF | 11 392 CHF | 99,45% | 99,45% |
12/08/2024 | 23,81% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 412 | 250 000 | 36 880 CHF | 11 787 CHF | 99,08% | 99,08% |
09/08/2024 | 19,48% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 336 735 | 46 481 CHF | 19 292 CHF | 99,38% | 99,38% |
08/08/2024 | 19,26% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 355 657 | 47 025 CHF | 20 550 CHF | 97,45% | 97,45% |
07/08/2024 | 19,65% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 999 721 | 297 991 | 45 938 CHF | 16 852 CHF | 99,26% | 99,26% |
06/08/2024 | 17,69% | 0,05 CHF | 0,06 CHF | 925 000 | 475 000 | 964 981 | 485 116 | 49 704 CHF | 29 872 CHF | 99,41% | 99,41% |
02/08/2024 | 13,58% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 735 890 | 380 284 | 50 509 CHF | 29 906 CHF | 100,00% | 100,00% |
30/07/2024 | 10,51% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 573 966 | 306 229 | 51 751 CHF | 30 732 CHF | 100,00% | 100,00% |