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 | 28,06% | 0,04 CHF | 0,06 CHF | 500 000 | 100 000 | 500 000 | 98 929 | 22 807 CHF | 5 949 CHF | 97,23% | 97,23% |
14/08/2024 | 26,57% | 0,05 CHF | 0,06 CHF | 500 000 | 100 000 | 500 000 | 98 225 | 25 263 CHF | 6 485 CHF | 96,10% | 96,10% |
13/08/2024 | 27,11% | 0,05 CHF | 0,06 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 22 953 CHF | 6 000 CHF | 96,32% | 96,32% |
12/08/2024 | 28,98% | 0,05 CHF | 0,06 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 22 526 CHF | 6 000 CHF | 100,00% | 100,00% |
09/08/2024 | 18,26% | 0,05 CHF | 0,06 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 24 981 CHF | 6 000 CHF | 100,00% | 100,00% |
08/08/2024 | 18,73% | 0,06 CHF | 0,07 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 29 169 CHF | 7 028 CHF | 97,96% | 97,96% |
07/08/2024 | 25,77% | 0,06 CHF | 0,08 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 31 102 CHF | 8 048 CHF | 100,00% | 100,00% |
06/08/2024 | 31,76% | 0,06 CHF | 0,08 CHF | 500 000 | 100 000 | 500 000 | 75 533 | 27 735 CHF | 5 670 CHF | 83,10% | 83,10% |
02/08/2024 | 65,07% | 0,05 CHF | 0,11 CHF | 500 000 | 20 000 | 500 000 | 20 000 | 28 973 CHF | 2 264 CHF | 99,12% | 99,12% |
31/07/2024 | 18,87% | 0,10 CHF | 0,12 CHF | 500 000 | 75 000 | 487 140 | 70 958 | 50 193 CHF | 8 796 CHF | 25,71% | 25,71% |