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 | 11,13% | 0,09 CHF | 0,10 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 128 804 CHF | 14 380 CHF | 99,27% | 99,27% |
14/08/2024 | 15,55% | 0,08 CHF | 0,09 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 98 240 CHF | 11 324 CHF | 99,27% | 99,27% |
13/08/2024 | 26,03% | 0,04 CHF | 0,05 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 51 014 CHF | 6 601 CHF | 99,06% | 99,06% |
12/08/2024 | 45,51% | 0,02 CHF | 0,03 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 26 902 CHF | 4 190 CHF | 99,27% | 99,27% |
09/08/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 30 000 CHF | 4 500 CHF | 99,21% | 99,21% |
08/08/2024 | 60,54% | 0,02 CHF | 0,03 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 18 445 CHF | 3 345 CHF | 99,27% | 99,27% |
07/08/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 30 000 CHF | 4 500 CHF | 99,23% | 99,23% |
06/08/2024 | 43,16% | 0,02 CHF | 0,03 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 28 224 CHF | 4 322 CHF | 98,80% | 98,80% |
02/08/2024 | 31,08% | 0,02 CHF | 0,03 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 41 708 CHF | 5 671 CHF | 98,30% | 98,30% |
31/07/2024 | 23,55% | 0,04 CHF | 0,05 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 56 855 CHF | 7 185 CHF | 38,90% | 38,90% |