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 | 14,21% | 0,07 CHF | 0,08 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 65 740 CHF | 30 296 CHF | 99,57% | 99,57% |
14/08/2024 | 15,57% | 0,07 CHF | 0,08 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 59 458 CHF | 27 783 CHF | 99,56% | 99,56% |
13/08/2024 | 15,20% | 0,06 CHF | 0,07 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 60 922 CHF | 28 369 CHF | 99,74% | 99,74% |
12/08/2024 | 16,74% | 0,05 CHF | 0,06 CHF | 1 000 000 | 400 000 | 1 000 000 | 412 014 | 55 155 CHF | 26 783 CHF | 99,57% | 99,57% |
09/08/2024 | 15,51% | 0,06 CHF | 0,07 CHF | 1 000 000 | 400 000 | 1 000 000 | 409 652 | 59 557 CHF | 28 454 CHF | 99,51% | 99,51% |
08/08/2024 | 17,86% | 0,06 CHF | 0,07 CHF | 1 000 000 | 400 000 | 1 000 000 | 488 861 | 51 154 CHF | 29 797 CHF | 99,44% | 99,44% |
07/08/2024 | 18,92% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 48 176 CHF | 29 088 CHF | 99,49% | 99,49% |
06/08/2024 | 21,17% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 42 614 CHF | 26 307 CHF | 98,52% | 98,52% |
02/08/2024 | 11,05% | 0,08 CHF | 0,09 CHF | 1 000 000 | 400 000 | 988 634 | 388 634 | 85 296 CHF | 37 271 CHF | 98,70% | 98,70% |
30/07/2024 | 12,17% | 0,07 CHF | 0,08 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 77 427 CHF | 34 971 CHF | 99,32% | 99,32% |