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 | 19,81% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 275 258 | 45 536 CHF | 15 384 CHF | 100,00% | 100,00% |
14/08/2024 | 18,85% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 411 205 | 48 153 CHF | 24 172 CHF | 99,48% | 99,48% |
13/08/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 50 000 CHF | 30 000 CHF | 99,47% | 99,47% |
12/08/2024 | 18,44% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 992 870 | 466 174 | 48 934 CHF | 27 772 CHF | 99,35% | 99,35% |
09/08/2024 | 19,96% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 280 028 | 45 164 CHF | 15 541 CHF | 99,41% | 99,41% |
08/08/2024 | 20,00% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 45 000 CHF | 13 750 CHF | 97,48% | 97,48% |
07/08/2024 | 19,19% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 367 515 | 47 239 CHF | 21 308 CHF | 99,30% | 99,30% |
06/08/2024 | 18,12% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 994 551 | 498 184 | 49 919 CHF | 29 987 CHF | 99,51% | 99,51% |
02/08/2024 | 24,23% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 36 504 CHF | 11 626 CHF | 100,00% | 100,00% |
30/07/2024 | 25,06% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 34 922 CHF | 11 231 CHF | 100,00% | 100,00% |