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 | 25,56% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 34 292 CHF | 11 073 CHF | 100,00% | 100,00% |
14/08/2024 | 25,00% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 35 000 CHF | 11 250 CHF | 99,47% | 99,47% |
13/08/2024 | 25,72% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 707 | 250 000 | 33 733 CHF | 10 997 CHF | 99,48% | 99,48% |
12/08/2024 | 25,00% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 401 | 250 000 | 34 736 CHF | 11 250 CHF | 99,08% | 99,08% |
09/08/2024 | 21,94% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 40 706 CHF | 12 677 CHF | 99,40% | 99,40% |
08/08/2024 | 21,73% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 41 118 CHF | 12 780 CHF | 97,45% | 97,45% |
07/08/2024 | 22,23% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 39 990 CHF | 12 497 CHF | 99,26% | 99,26% |
06/08/2024 | 20,61% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 994 314 | 255 342 | 43 370 CHF | 13 730 CHF | 99,36% | 99,36% |
02/08/2024 | 16,85% | 0,05 CHF | 0,06 CHF | 925 000 | 475 000 | 927 622 | 475 291 | 50 464 CHF | 30 612 CHF | 100,00% | 100,00% |
30/07/2024 | 13,17% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 715 114 | 370 057 | 50 723 CHF | 29 949 CHF | 100,00% | 100,00% |