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 | 25,12% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 996 077 | 250 000 | 34 693 CHF | 11 208 CHF | 99,38% | 99,38% |
14/08/2024 | 23,45% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 37 792 CHF | 11 948 CHF | 98,87% | 98,87% |
13/08/2024 | 23,08% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 38 449 CHF | 12 112 CHF | 98,82% | 98,82% |
12/08/2024 | 22,13% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 993 679 | 250 000 | 39 945 CHF | 12 549 CHF | 98,68% | 98,68% |
09/08/2024 | 19,88% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 265 796 | 45 326 CHF | 14 761 CHF | 98,82% | 98,82% |
08/08/2024 | 19,14% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 993 074 | 359 642 | 47 011 CHF | 20 889 CHF | 96,88% | 96,88% |
07/08/2024 | 18,82% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 992 293 | 408 311 | 47 870 CHF | 24 039 CHF | 98,65% | 98,65% |
06/08/2024 | 21,66% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 986 615 | 250 000 | 40 722 CHF | 12 816 CHF | 98,84% | 98,84% |
02/08/2024 | 23,56% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 37 592 CHF | 11 898 CHF | 99,39% | 99,39% |
30/07/2024 | 15,95% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 880 863 | 445 279 | 50 789 CHF | 30 130 CHF | 99,39% | 99,39% |