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 | 29,45% | 0,05 CHF | 0,07 CHF | 427 729 | 75 000 | 451 694 | 74 598 | 23 137 CHF | 5 145 CHF | 98,36% | 98,36% |
14/08/2024 | 33,75% | 0,05 CHF | 0,07 CHF | 442 315 | 75 000 | 457 133 | 73 978 | 22 817 CHF | 5 187 CHF | 98,49% | 98,49% |
13/08/2024 | 27,02% | 0,06 CHF | 0,08 CHF | 414 439 | 75 000 | 466 640 | 75 000 | 23 390 CHF | 4 949 CHF | 97,10% | 97,10% |
12/08/2024 | 37,15% | 0,04 CHF | 0,06 CHF | 500 000 | 75 000 | 499 889 | 75 000 | 16 426 CHF | 3 589 CHF | 92,01% | 92,01% |
09/08/2024 | 25,78% | 0,06 CHF | 0,07 CHF | 418 148 | 75 000 | 415 986 | 75 000 | 24 966 CHF | 5 847 CHF | 100,00% | 100,00% |
08/08/2024 | 37,48% | 0,04 CHF | 0,06 CHF | 491 663 | 75 000 | 495 624 | 75 000 | 20 323 CHF | 4 486 CHF | 96,70% | 96,70% |
07/08/2024 | 35,98% | 0,05 CHF | 0,07 CHF | 474 959 | 75 000 | 497 938 | 75 000 | 21 040 CHF | 4 548 CHF | 100,00% | 100,00% |
06/08/2024 | 48,66% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 64 711 | 16 676 CHF | 3 485 CHF | 99,56% | 99,56% |
02/08/2024 | 78,60% | 0,03 CHF | 0,08 CHF | 454 468 | 20 000 | 417 378 | 20 000 | 16 292 CHF | 1 792 CHF | 95,60% | 95,60% |
31/07/2024 | 23,35% | 0,07 CHF | 0,08 CHF | 402 211 | 75 000 | 402 044 | 72 475 | 25 599 CHF | 5 814 CHF | 29,49% | 29,49% |