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 | 33,58% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 992 064 | 250 000 | 24 837 CHF | 8 759 CHF | 99,48% | 99,48% |
14/08/2024 | 24,10% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 36 617 CHF | 11 654 CHF | 98,94% | 98,94% |
13/08/2024 | 18,72% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 480 | 444 032 | 48 445 CHF | 26 430 CHF | 98,93% | 98,93% |
12/08/2024 | 19,88% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 997 357 | 281 360 | 45 306 CHF | 15 762 CHF | 98,84% | 98,84% |
09/08/2024 | 16,16% | 0,05 CHF | 0,06 CHF | 925 000 | 475 000 | 885 452 | 449 436 | 50 421 CHF | 30 076 CHF | 98,92% | 98,92% |
08/08/2024 | 11,51% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 621 095 | 319 694 | 50 949 CHF | 29 419 CHF | 96,84% | 96,84% |
07/08/2024 | 12,60% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 676 694 | 348 812 | 50 268 CHF | 29 429 CHF | 98,93% | 98,93% |
06/08/2024 | 7,34% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 396 816 | 379 493 | 52 113 CHF | 54 351 CHF | 98,71% | 98,71% |
02/08/2024 | 17,06% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 905 573 | 419 216 | 48 644 CHF | 27 997 CHF | 99,35% | 99,35% |
30/07/2024 | 8,52% | 0,07 CHF | 0,08 CHF | 925 000 | 475 000 | 463 816 | 342 251 | 51 689 CHF | 46 520 CHF | 99,45% | 99,45% |