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 | 11,03% | 0,09 CHF | 0,10 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 128 873 CHF | 23 979 CHF | 99,27% | 99,27% |
14/08/2024 | 11,92% | 0,08 CHF | 0,09 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 118 599 CHF | 22 267 CHF | 99,27% | 99,27% |
13/08/2024 | 12,21% | 0,07 CHF | 0,08 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 115 558 CHF | 21 760 CHF | 99,17% | 99,17% |
12/08/2024 | 13,48% | 0,07 CHF | 0,08 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 103 986 CHF | 19 831 CHF | 99,27% | 99,27% |
09/08/2024 | 13,60% | 0,07 CHF | 0,08 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 102 926 CHF | 19 654 CHF | 99,23% | 99,23% |
08/08/2024 | 15,59% | 0,06 CHF | 0,07 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 89 011 CHF | 17 335 CHF | 99,25% | 99,25% |
07/08/2024 | 15,36% | 0,06 CHF | 0,07 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 90 526 CHF | 17 588 CHF | 99,18% | 99,18% |
06/08/2024 | 17,68% | 0,04 CHF | 0,05 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 78 129 CHF | 15 522 CHF | 98,68% | 98,68% |
02/08/2024 | 12,68% | 0,07 CHF | 0,08 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 110 993 CHF | 20 999 CHF | 97,96% | 97,96% |
31/07/2024 | 8,91% | 0,11 CHF | 0,12 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 161 067 CHF | 29 345 CHF | 37,90% | 37,90% |