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 | 39,99% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 994 903 | 250 000 | 19 906 CHF | 7 502 CHF | 99,38% | 99,38% |
14/08/2024 | 31,66% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 26 756 CHF | 9 189 CHF | 98,87% | 98,87% |
13/08/2024 | 26,86% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 984 950 | 250 000 | 31 905 CHF | 10 599 CHF | 98,91% | 98,91% |
12/08/2024 | 26,78% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 786 | 250 000 | 32 251 CHF | 10 626 CHF | 98,81% | 98,81% |
09/08/2024 | 26,77% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 32 520 CHF | 10 630 CHF | 98,82% | 98,82% |
08/08/2024 | 17,49% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 950 758 | 462 466 | 49 654 CHF | 28 946 CHF | 96,85% | 96,85% |
07/08/2024 | 20,36% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 996 332 | 252 446 | 44 018 CHF | 13 682 CHF | 98,64% | 98,64% |
06/08/2024 | 13,11% | 0,06 CHF | 0,07 CHF | 775 000 | 400 000 | 687 978 | 359 269 | 49 195 CHF | 29 261 CHF | 98,79% | 98,79% |
02/08/2024 | 21,66% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 505 | 265 340 | 41 359 CHF | 13 803 CHF | 99,38% | 99,38% |
30/07/2024 | 17,19% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 943 439 | 479 714 | 50 181 CHF | 30 327 CHF | 99,38% | 99,38% |