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 | 9,68% | 0,11 CHF | 0,12 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 148 490 CHF | 16 349 CHF | 99,27% | 99,27% |
14/08/2024 | 11,57% | 0,10 CHF | 0,11 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 126 601 CHF | 14 160 CHF | 99,26% | 99,26% |
13/08/2024 | 24,47% | 0,06 CHF | 0,07 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 56 745 CHF | 7 175 CHF | 99,06% | 99,06% |
12/08/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 1 500 000 | 100 000 | 1 500 000 | 100 000 | 30 000 CHF | 3 000 CHF | 99,27% | 99,27% |
09/08/2024 | 36,29% | 0,03 CHF | 0,04 CHF | 1 500 000 | 100 000 | 1 500 000 | 100 000 | 34 867 CHF | 3 324 CHF | 99,20% | 99,20% |
08/08/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 1 500 000 | 100 000 | 1 500 000 | 100 000 | 30 000 CHF | 3 000 CHF | 99,27% | 99,27% |
07/08/2024 | 35,03% | 0,02 CHF | 0,03 CHF | 1 500 000 | 100 000 | 1 500 000 | 100 000 | 36 527 CHF | 3 435 CHF | 99,22% | 99,22% |
06/08/2024 | 39,83% | 0,02 CHF | 0,03 CHF | 1 500 000 | 100 000 | 1 500 000 | 100 000 | 30 221 CHF | 3 015 CHF | 98,81% | 98,81% |
02/08/2024 | 29,67% | 0,03 CHF | 0,04 CHF | 1 500 000 | 100 000 | 1 500 000 | 100 000 | 43 564 CHF | 3 904 CHF | 98,30% | 98,30% |
31/07/2024 | 20,74% | 0,04 CHF | 0,05 CHF | 1 500 000 | 100 000 | 1 500 000 | 100 000 | 65 508 CHF | 5 367 CHF | 38,90% | 38,90% |