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 | 37,74% | 0,03 CHF | 0,04 CHF | 1 000 000 | 1 000 000 | 742 221 | 742 221 | 17 370 CHF | 24 820 CHF | 99,89% | 99,89% |
14/08/2024 | 38,18% | 0,02 CHF | 0,03 CHF | 1 000 000 | 1 000 000 | 721 001 | 721 001 | 15 786 CHF | 23 079 CHF | 99,03% | 99,03% |
13/08/2024 | 44,92% | 0,02 CHF | 0,03 CHF | 1 000 000 | 1 000 000 | 749 545 | 749 545 | 13 573 CHF | 21 100 CHF | 99,74% | 99,74% |
12/08/2024 | 44,73% | 0,02 CHF | 0,03 CHF | 1 000 000 | 1 000 000 | 726 293 | 726 293 | 12 843 CHF | 20 155 CHF | 99,22% | 99,22% |
09/08/2024 | 41,65% | 0,02 CHF | 0,03 CHF | 1 000 000 | 1 000 000 | 687 719 | 687 719 | 13 448 CHF | 20 424 CHF | 98,39% | 98,39% |
08/08/2024 | 43,13% | 0,02 CHF | 0,03 CHF | 1 000 000 | 1 000 000 | 732 897 | 732 897 | 13 793 CHF | 21 153 CHF | 99,98% | 99,98% |
07/08/2024 | 35,22% | 0,02 CHF | 0,03 CHF | 1 000 000 | 1 000 000 | 747 114 | 747 114 | 17 810 CHF | 25 312 CHF | 99,20% | 99,20% |
06/08/2024 | 30,40% | 0,02 CHF | 0,03 CHF | 1 000 000 | 1 000 000 | 722 654 | 722 654 | 20 569 CHF | 27 826 CHF | 99,97% | 99,97% |
02/08/2024 | 23,71% | 0,04 CHF | 0,05 CHF | 1 000 000 | 1 000 000 | 655 009 | 655 009 | 25 128 CHF | 31 705 CHF | 99,49% | 99,49% |
30/07/2024 | 14,31% | 0,06 CHF | 0,07 CHF | 1 000 000 | 1 000 000 | 641 269 | 641 269 | 42 304 CHF | 48 741 CHF | 99,66% | 99,66% |