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 | 46,88% | 0,04 CHF | 0,06 CHF | 225 000 | 75 000 | 221 276 | 73 759 | 8 024 CHF | 4 266 CHF | 83,76% | 83,76% |
14/08/2024 | 56,85% | 0,03 CHF | 0,05 CHF | 225 000 | 75 000 | 218 729 | 72 910 | 6 146 CHF | 3 591 CHF | 98,68% | 98,68% |
13/08/2024 | 55,15% | 0,03 CHF | 0,05 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 6 251 CHF | 3 641 CHF | 97,08% | 97,08% |
12/08/2024 | 50,46% | 0,03 CHF | 0,05 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 6 750 CHF | 3 771 CHF | 100,00% | 100,00% |
09/08/2024 | 50,53% | 0,03 CHF | 0,05 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 6 750 CHF | 3 774 CHF | 100,00% | 100,00% |
08/08/2024 | 63,51% | 0,03 CHF | 0,05 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 5 066 CHF | 3 230 CHF | 97,81% | 97,81% |
07/08/2024 | 54,69% | 0,04 CHF | 0,06 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 6 188 CHF | 3 563 CHF | 100,00% | 100,00% |
06/08/2024 | 108,02% | 0,01 CHF | 0,03 CHF | 225 000 | 75 000 | 181 737 | 60 579 | 1 925 CHF | 1 997 CHF | 82,20% | 96,17% |
02/08/2024 | 150,01% | 0,01 CHF | 0,06 CHF | 60 000 | 20 000 | 60 000 | 20 000 | 600 CHF | 1 401 CHF | 70,69% | 98,73% |
31/07/2024 | 44,00% | 0,04 CHF | 0,06 CHF | 225 000 | 75 000 | 206 993 | 68 998 | 8 281 CHF | 4 265 CHF | 30,13% | 30,13% |