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 | 21,29% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 42 431 CHF | 26 215 CHF | 95,41% | 95,41% |
14/08/2024 | 22,44% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 40 130 CHF | 25 065 CHF | 92,81% | 92,81% |
13/08/2024 | 26,24% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 33 675 CHF | 21 837 CHF | 98,93% | 98,93% |
12/08/2024 | 29,35% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 29 322 CHF | 19 661 CHF | 98,80% | 98,80% |
09/08/2024 | 24,40% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 36 568 CHF | 23 284 CHF | 91,73% | 91,73% |
08/08/2024 | 31,37% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 27 659 CHF | 18 830 CHF | 97,67% | 97,67% |
07/08/2024 | 24,58% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 36 289 CHF | 23 145 CHF | 92,66% | 92,66% |
06/08/2024 | 15,62% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 452 371 | 60 614 CHF | 31 754 CHF | 92,30% | 92,30% |
02/08/2024 | 23,89% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 38 274 CHF | 24 137 CHF | 89,26% | 89,26% |
30/07/2024 | 11,71% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 80 556 CHF | 45 278 CHF | 97,26% | 97,26% |