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 | 100,00% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 994 814 | 250 000 | 4 974 CHF | 3 750 CHF | 99,39% | 99,39% |
14/08/2024 | 100,00% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 5 000 CHF | 3 750 CHF | 98,85% | 98,85% |
13/08/2024 | 100,00% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 984 945 | 250 000 | 4 925 CHF | 3 750 CHF | 98,92% | 98,92% |
12/08/2024 | 100,00% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 992 790 | 250 000 | 4 964 CHF | 3 750 CHF | 98,84% | 98,84% |
09/08/2024 | 100,00% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 5 000 CHF | 3 750 CHF | 98,83% | 98,83% |
08/08/2024 | 100,00% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 992 186 | 250 000 | 4 961 CHF | 3 750 CHF | 96,86% | 96,86% |
07/08/2024 | 95,46% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 5 680 CHF | 3 920 CHF | 98,64% | 98,64% |
06/08/2024 | 96,15% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 978 258 | 250 000 | 5 380 CHF | 3 894 CHF | 98,81% | 98,81% |
02/08/2024 | 69,75% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 996 445 | 250 000 | 9 502 CHF | 4 884 CHF | 99,39% | 99,39% |
30/07/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 993 275 | 250 000 | 9 933 CHF | 5 000 CHF | 99,38% | 99,38% |