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 | 38,87% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 20 845 CHF | 7 711 CHF | 100,00% | 100,00% |
14/08/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 20 000 CHF | 7 500 CHF | 100,00% | 100,00% |
13/08/2024 | 33,33% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 984 725 | 250 000 | 24 618 CHF | 8 750 CHF | 98,87% | 98,87% |
12/08/2024 | 33,33% | 0,03 CHF | 0,04 CHF | 250 000 | 250 000 | 949 375 | 250 000 | 23 734 CHF | 8 750 CHF | 99,01% | 99,01% |
09/08/2024 | 33,33% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 25 000 CHF | 8 750 CHF | 99,86% | 99,86% |
08/08/2024 | 31,73% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 26 680 CHF | 9 170 CHF | 100,00% | 100,00% |
07/08/2024 | 33,11% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 984 442 | 250 000 | 24 887 CHF | 8 829 CHF | 99,47% | 99,47% |
06/08/2024 | 28,78% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 984 066 | 250 000 | 29 380 CHF | 9 958 CHF | 98,80% | 98,80% |
02/08/2024 | 33,33% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 978 879 | 250 000 | 24 472 CHF | 8 750 CHF | 99,82% | 99,82% |
31/07/2024 | 36,30% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 499 | 250 000 | 22 645 CHF | 8 194 CHF | 32,10% | 32,10% |