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 | 14,90% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 414 747 | 62 896 CHF | 30 045 CHF | 99,04% | 99,04% |
14/08/2024 | 16,55% | 0,06 CHF | 0,07 CHF | 1 000 000 | 400 000 | 1 000 000 | 452 764 | 55 816 CHF | 29 602 CHF | 99,38% | 99,38% |
13/08/2024 | 15,20% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 412 763 | 60 886 CHF | 29 248 CHF | 99,25% | 99,25% |
12/08/2024 | 11,40% | 0,06 CHF | 0,07 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 84 195 CHF | 37 678 CHF | 98,27% | 98,27% |
09/08/2024 | 9,47% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 958 381 | 358 381 | 96 424 CHF | 39 610 CHF | 99,30% | 99,30% |
08/08/2024 | 9,72% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 98 196 CHF | 43 278 CHF | 99,25% | 99,25% |
07/08/2024 | 11,31% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 84 004 CHF | 37 601 CHF | 99,04% | 99,04% |
06/08/2024 | 9,64% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 823 169 | 311 584 | 81 626 CHF | 34 043 CHF | 99,28% | 99,28% |
02/08/2024 | 16,78% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 485 098 | 55 994 CHF | 31 711 CHF | 98,72% | 98,72% |
30/07/2024 | 19,32% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 455 586 | 59 417 CHF | 30 230 CHF | 93,46% | 93,46% |