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 | 67,02% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 98 951 | 5 000 CHF | 1 984 CHF | 99,18% | 99,18% |
14/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 98 268 | 5 000 CHF | 1 965 CHF | 98,48% | 98,48% |
13/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 5 000 CHF | 2 000 CHF | 94,96% | 94,96% |
12/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 5 000 CHF | 2 000 CHF | 96,84% | 96,84% |
09/08/2024 | 60,97% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 6 068 CHF | 2 214 CHF | 99,89% | 99,89% |
08/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 5 000 CHF | 2 000 CHF | 97,33% | 97,33% |
07/08/2024 | 64,66% | 0,02 CHF | 0,03 CHF | 500 000 | 100 000 | 418 480 | 90 942 | 5 693 CHF | 2 211 CHF | 99,24% | 99,24% |
06/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 500 CHF | 1 000 CHF | 44,04% | 97,99% |
02/08/2024 | 120,00% | 0,01 CHF | 0,04 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 125 CHF | 500 CHF | 30,78% | 88,17% |
31/07/2024 | 70,64% | 0,02 CHF | 0,04 CHF | 50 000 | 50 000 | 46 963 | 46 963 | 921 CHF | 1 879 CHF | 19,03% | 19,03% |