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 | 22,33% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 975 341 | 250 000 | 38 837 CHF | 12 453 CHF | 95,28% | 95,28% |
14/08/2024 | 28,39% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 992 651 | 250 000 | 30 028 CHF | 10 062 CHF | 98,86% | 98,86% |
13/08/2024 | 33,29% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 25 043 CHF | 8 761 CHF | 98,86% | 98,86% |
12/08/2024 | 29,54% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 28 987 CHF | 9 747 CHF | 98,50% | 98,50% |
09/08/2024 | 26,87% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 32 388 CHF | 10 597 CHF | 98,87% | 98,87% |
08/08/2024 | 31,79% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 26 620 CHF | 9 155 CHF | 96,89% | 96,89% |
07/08/2024 | 29,74% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 28 783 CHF | 9 696 CHF | 99,03% | 99,03% |
06/08/2024 | 29,85% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 998 912 | 250 000 | 28 648 CHF | 9 670 CHF | 98,90% | 98,90% |
02/08/2024 | 43,67% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 984 808 | 250 000 | 17 964 CHF | 7 048 CHF | 90,98% | 90,98% |
30/07/2024 | 25,06% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 999 740 | 250 779 | 35 177 CHF | 11 332 CHF | 99,40% | 99,40% |