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 | 20,06% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 987 250 | 250 000 | 44 287 CHF | 13 715 CHF | 99,47% | 99,47% |
14/08/2024 | 23,37% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 174 | 250 000 | 37 725 CHF | 11 984 CHF | 98,58% | 98,58% |
13/08/2024 | 25,00% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 35 000 CHF | 11 250 CHF | 98,90% | 98,90% |
12/08/2024 | 25,32% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 34 550 CHF | 11 137 CHF | 98,39% | 98,39% |
09/08/2024 | 23,91% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 36 956 CHF | 11 739 CHF | 98,88% | 98,88% |
08/08/2024 | 27,57% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 31 405 CHF | 10 351 CHF | 96,74% | 96,74% |
07/08/2024 | 24,93% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 35 134 CHF | 11 283 CHF | 99,02% | 99,02% |
06/08/2024 | 25,07% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 993 662 | 250 000 | 34 712 CHF | 11 233 CHF | 98,55% | 98,56% |
02/08/2024 | 28,51% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 30 090 CHF | 10 023 CHF | 99,25% | 99,25% |
30/07/2024 | 20,13% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 999 480 | 255 843 | 44 714 CHF | 14 019 CHF | 99,48% | 99,48% |