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 | 19,42% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 328 443 | 46 585 CHF | 18 853 CHF | 100,00% | 100,00% |
14/08/2024 | 18,86% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 409 218 | 48 133 CHF | 24 044 CHF | 99,48% | 99,48% |
13/08/2024 | 18,80% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 390 681 | 48 310 CHF | 23 002 CHF | 99,44% | 99,44% |
12/08/2024 | 18,67% | 0,05 CHF | 0,06 CHF | 250 000 | 250 000 | 950 837 | 418 219 | 46 204 CHF | 24 691 CHF | 98,97% | 98,97% |
09/08/2024 | 17,41% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 963 153 | 487 718 | 50 516 CHF | 30 472 CHF | 99,42% | 99,42% |
08/08/2024 | 18,09% | 0,05 CHF | 0,06 CHF | 925 000 | 475 000 | 991 486 | 497 162 | 49 857 CHF | 29 973 CHF | 97,50% | 97,50% |
07/08/2024 | 16,78% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 931 039 | 477 013 | 50 830 CHF | 30 816 CHF | 99,26% | 99,26% |
06/08/2024 | 18,07% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 978 298 | 492 766 | 49 256 CHF | 29 741 CHF | 99,34% | 99,34% |
02/08/2024 | 17,91% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 975 077 | 488 897 | 49 628 CHF | 29 790 CHF | 96,06% | 96,06% |
30/07/2024 | 20,32% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 44 287 CHF | 13 572 CHF | 100,00% | 100,00% |