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 | 21,43% | 0,05 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 73 950 | 20 985 CHF | 3 840 CHF | 99,18% | 99,18% |
14/08/2024 | 20,44% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 73 268 | 22 204 CHF | 3 982 CHF | 98,48% | 98,48% |
13/08/2024 | 22,13% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 20 118 CHF | 3 768 CHF | 96,93% | 96,93% |
12/08/2024 | 19,47% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 23 407 CHF | 4 261 CHF | 100,00% | 100,00% |
09/08/2024 | 21,47% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 20 936 CHF | 3 890 CHF | 100,00% | 100,00% |
08/08/2024 | 22,55% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 19 741 CHF | 3 711 CHF | 96,77% | 96,77% |
07/08/2024 | 19,80% | 0,05 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 22 992 CHF | 4 199 CHF | 99,01% | 99,01% |
06/08/2024 | 21,48% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 59 755 | 21 412 CHF | 3 064 CHF | 84,28% | 84,28% |
02/08/2024 | 24,11% | 0,06 CHF | 0,07 CHF | 500 000 | 20 000 | 481 625 | 20 000 | 29 906 CHF | 1 580 CHF | 96,09% | 96,09% |
31/07/2024 | 11,95% | 0,08 CHF | 0,09 CHF | 448 056 | 75 000 | 434 133 | 61 775 | 34 209 CHF | 5 472 CHF | 15,72% | 15,72% |