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 | 60,19% | 0,01 CHF | 0,02 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 11 663 CHF | 10 831 CHF | 99,60% | 99,60% |
14/08/2024 | 59,03% | 0,01 CHF | 0,02 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 11 992 CHF | 10 996 CHF | 99,64% | 99,64% |
13/08/2024 | 71,74% | 0,01 CHF | 0,02 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 8 959 CHF | 9 479 CHF | 99,56% | 99,56% |
12/08/2024 | 55,71% | 0,01 CHF | 0,02 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 13 061 CHF | 11 530 CHF | 99,41% | 99,41% |
09/08/2024 | 42,55% | 0,01 CHF | 0,02 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 18 612 CHF | 14 306 CHF | 99,57% | 99,57% |
08/08/2024 | 47,64% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 16 117 CHF | 13 059 CHF | 99,39% | 99,39% |
07/08/2024 | 45,68% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 16 941 CHF | 13 471 CHF | 99,60% | 99,60% |
06/08/2024 | 37,89% | 0,01 CHF | 0,02 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 21 779 CHF | 15 890 CHF | 99,00% | 99,00% |
02/08/2024 | 35,27% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 24 144 CHF | 17 072 CHF | 99,58% | 99,58% |
30/07/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 50 000 CHF | 30 000 CHF | 99,58% | 99,58% |