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 | 12,52% | 0,10 CHF | 0,11 CHF | 379 631 | 100 000 | 447 533 | 98 687 | 34 614 CHF | 8 725 CHF | 99,18% | 99,18% |
14/08/2024 | 15,35% | 0,06 CHF | 0,07 CHF | 500 000 | 100 000 | 494 269 | 98 003 | 29 736 CHF | 6 876 CHF | 98,49% | 98,49% |
13/08/2024 | 17,46% | 0,05 CHF | 0,06 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 26 294 CHF | 6 259 CHF | 65,35% | 65,35% |
12/08/2024 | 15,61% | 0,06 CHF | 0,07 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 29 601 CHF | 6 920 CHF | 100,00% | 100,00% |
09/08/2024 | 16,85% | 0,05 CHF | 0,06 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 27 380 CHF | 6 476 CHF | 100,00% | 100,00% |
08/08/2024 | 21,92% | 0,05 CHF | 0,06 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 20 397 CHF | 5 079 CHF | 97,95% | 97,95% |
07/08/2024 | 18,35% | 0,05 CHF | 0,06 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 24 791 CHF | 5 958 CHF | 100,00% | 100,00% |
06/08/2024 | 22,65% | 0,05 CHF | 0,06 CHF | 500 000 | 100 000 | 500 000 | 79 509 | 23 382 CHF | 4 553 CHF | 99,23% | 99,23% |
02/08/2024 | 28,72% | 0,05 CHF | 0,08 CHF | 500 000 | 25 000 | 420 642 | 25 000 | 34 098 CHF | 2 737 CHF | 99,11% | 99,11% |
31/07/2024 | 6,74% | 0,15 CHF | 0,16 CHF | 308 621 | 100 000 | 308 943 | 92 383 | 46 264 CHF | 14 791 CHF | 30,66% | 30,66% |