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 | 994 480 | 250 000 | 19 890 CHF | 7 500 CHF | 99,39% | 99,39% |
14/08/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 995 069 | 250 000 | 19 901 CHF | 7 500 CHF | 98,88% | 98,88% |
13/08/2024 | 39,02% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 984 933 | 250 000 | 20 397 CHF | 7 684 CHF | 98,80% | 98,80% |
12/08/2024 | 35,02% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 992 468 | 250 000 | 23 544 CHF | 8 433 CHF | 98,70% | 98,70% |
09/08/2024 | 33,33% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 25 000 CHF | 8 750 CHF | 98,81% | 98,81% |
08/08/2024 | 38,61% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 21 045 CHF | 7 761 CHF | 96,89% | 96,89% |
07/08/2024 | 38,64% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 21 022 CHF | 7 756 CHF | 98,66% | 98,66% |
06/08/2024 | 37,46% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 977 201 | 250 000 | 21 426 CHF | 7 999 CHF | 98,87% | 98,87% |
02/08/2024 | 26,72% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 996 320 | 250 000 | 32 501 CHF | 10 656 CHF | 99,38% | 99,38% |
30/07/2024 | 24,63% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 993 000 | 250 000 | 35 420 CHF | 11 416 CHF | 99,39% | 99,39% |