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 | 22,22% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 40 000 CHF | 12 500 CHF | 99,39% | 99,39% |
14/08/2024 | 22,62% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 608 | 250 000 | 38 983 CHF | 12 320 CHF | 98,87% | 98,87% |
13/08/2024 | 25,34% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 884 | 250 000 | 34 269 CHF | 11 129 CHF | 98,93% | 98,93% |
12/08/2024 | 26,04% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 994 746 | 250 000 | 33 372 CHF | 10 889 CHF | 98,77% | 98,77% |
09/08/2024 | 24,57% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 774 | 250 000 | 35 527 CHF | 11 445 CHF | 98,84% | 98,84% |
08/08/2024 | 25,00% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 087 | 250 000 | 34 793 CHF | 11 250 CHF | 96,89% | 96,89% |
07/08/2024 | 24,90% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 993 349 | 250 000 | 34 950 CHF | 11 296 CHF | 98,67% | 98,67% |
06/08/2024 | 24,44% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 997 714 | 250 000 | 35 921 CHF | 11 503 CHF | 98,91% | 98,91% |
02/08/2024 | 20,70% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 998 641 | 250 906 | 43 376 CHF | 13 403 CHF | 99,38% | 99,38% |
30/07/2024 | 18,24% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 992 650 | 485 028 | 49 483 CHF | 29 063 CHF | 99,39% | 99,39% |