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 | 18,37% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 997 796 | 465 760 | 49 377 CHF | 27 814 CHF | 100,00% | 100,00% |
14/08/2024 | 17,76% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 979 341 | 493 113 | 50 259 CHF | 30 248 CHF | 100,00% | 100,00% |
13/08/2024 | 18,63% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 437 804 | 48 758 CHF | 25 913 CHF | 99,53% | 99,53% |
12/08/2024 | 18,14% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 988 494 | 493 469 | 49 558 CHF | 29 683 CHF | 97,23% | 97,23% |
09/08/2024 | 18,40% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 470 026 | 49 400 CHF | 28 049 CHF | 99,82% | 99,82% |
08/08/2024 | 20,54% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 43 783 CHF | 13 446 CHF | 100,00% | 100,00% |
07/08/2024 | 21,03% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 261 882 | 42 844 CHF | 13 898 CHF | 100,00% | 100,00% |
06/08/2024 | 18,34% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 985 215 | 458 362 | 48 837 CHF | 27 441 CHF | 99,38% | 99,38% |
02/08/2024 | 15,59% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 849 838 | 435 576 | 50 183 CHF | 30 090 CHF | 99,95% | 99,95% |
31/07/2024 | 12,30% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 653 317 | 340 888 | 49 837 CHF | 29 420 CHF | 32,15% | 32,15% |