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 | 22,22% | 0,04 CHF | 0,05 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 60 000 CHF | 10 000 CHF | 99,26% | 99,26% |
14/08/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 60 000 CHF | 10 000 CHF | 99,27% | 99,27% |
13/08/2024 | 19,31% | 0,04 CHF | 0,05 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 70 807 CHF | 11 441 CHF | 99,09% | 99,09% |
12/08/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 60 000 CHF | 10 000 CHF | 99,27% | 99,27% |
09/08/2024 | 20,46% | 0,05 CHF | 0,06 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 66 551 CHF | 10 874 CHF | 99,16% | 99,16% |
08/08/2024 | 15,60% | 0,05 CHF | 0,06 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 89 800 CHF | 13 973 CHF | 99,27% | 99,27% |
07/08/2024 | 15,66% | 0,05 CHF | 0,06 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 89 458 CHF | 13 928 CHF | 99,22% | 99,22% |
06/08/2024 | 11,66% | 0,08 CHF | 0,09 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 121 392 CHF | 18 186 CHF | 98,79% | 98,79% |
02/08/2024 | 14,52% | 0,08 CHF | 0,09 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 96 765 CHF | 14 902 CHF | 98,22% | 98,22% |
31/07/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 60 000 CHF | 10 000 CHF | 38,83% | 38,83% |