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 | 45,66% | 0,02 CHF | 0,03 CHF | 500 000 | 75 000 | 500 000 | 73 997 | 8 939 CHF | 2 061 CHF | 98,92% | 98,92% |
14/08/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 500 000 | 75 000 | 500 000 | 73 286 | 10 000 CHF | 2 199 CHF | 98,45% | 98,45% |
13/08/2024 | 39,92% | 0,02 CHF | 0,03 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 10 034 CHF | 2 255 CHF | 96,31% | 96,31% |
12/08/2024 | 34,24% | 0,02 CHF | 0,03 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 12 518 CHF | 2 628 CHF | 99,90% | 99,90% |
09/08/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 10 000 CHF | 2 250 CHF | 100,00% | 100,00% |
08/08/2024 | 54,06% | 0,02 CHF | 0,03 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 7 365 CHF | 1 855 CHF | 88,16% | 88,16% |
07/08/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 10 000 CHF | 2 250 CHF | 99,01% | 99,01% |
06/08/2024 | 46,26% | 0,02 CHF | 0,03 CHF | 500 000 | 75 000 | 500 000 | 60 023 | 8 921 CHF | 1 633 CHF | 83,34% | 83,34% |
02/08/2024 | 34,58% | 0,03 CHF | 0,05 CHF | 500 000 | 20 000 | 500 000 | 20 000 | 17 758 CHF | 1 000 CHF | 96,09% | 96,09% |
31/07/2024 | 20,90% | 0,04 CHF | 0,05 CHF | 494 859 | 75 000 | 490 006 | 59 698 | 21 170 CHF | 3 077 CHF | 7,27% | 7,27% |