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 | 26,65% | 0,03 CHF | 0,04 CHF | 1 500 000 | 50 000 | 1 500 000 | 50 000 | 51 344 CHF | 2 211 CHF | 99,27% | 99,27% |
14/08/2024 | 18,54% | 0,04 CHF | 0,05 CHF | 1 500 000 | 75 000 | 1 500 000 | 75 000 | 74 013 CHF | 4 451 CHF | 99,26% | 99,26% |
13/08/2024 | 21,12% | 0,05 CHF | 0,06 CHF | 1 500 000 | 75 000 | 1 500 000 | 75 000 | 64 105 CHF | 3 955 CHF | 99,08% | 99,08% |
12/08/2024 | 15,99% | 0,06 CHF | 0,07 CHF | 1 500 000 | 75 000 | 1 500 000 | 75 000 | 86 786 CHF | 5 089 CHF | 99,27% | 99,27% |
09/08/2024 | 17,83% | 0,05 CHF | 0,06 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 364 | 77 099 CHF | 9 227 CHF | 99,17% | 99,17% |
08/08/2024 | 26,73% | 0,05 CHF | 0,06 CHF | 1 500 000 | 150 000 | 1 328 820 | 188 596 | 45 163 CHF | 8 083 CHF | 99,27% | 99,27% |
07/08/2024 | 21,40% | 0,05 CHF | 0,06 CHF | 1 000 000 | 150 000 | 1 000 000 | 174 854 | 43 048 CHF | 9 125 CHF | 99,23% | 99,23% |
06/08/2024 | 21,85% | 0,04 CHF | 0,05 CHF | 1 000 000 | 200 000 | 1 000 000 | 198 088 | 42 079 CHF | 10 282 CHF | 98,80% | 98,80% |
02/08/2024 | 11,00% | 0,06 CHF | 0,07 CHF | 1 000 000 | 200 000 | 1 000 000 | 151 288 | 89 564 CHF | 15 016 CHF | 98,29% | 98,29% |
31/07/2024 | 6,91% | 0,15 CHF | 0,16 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 140 553 CHF | 15 055 CHF | 38,89% | 38,89% |