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 | 107,68% | 0,00 CHF | 0,01 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 4 317 CHF | 7 159 CHF | 99,52% | 99,52% |
14/08/2024 | 112,49% | 0,00 CHF | 0,01 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 3 905 CHF | 6 952 CHF | 99,50% | 99,50% |
13/08/2024 | 110,86% | 0,00 CHF | 0,01 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 4 022 CHF | 7 011 CHF | 99,55% | 99,55% |
12/08/2024 | 119,91% | 0,00 CHF | 0,01 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 3 367 CHF | 6 683 CHF | 99,53% | 99,53% |
09/08/2024 | 106,51% | 0,00 CHF | 0,01 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 4 414 CHF | 7 207 CHF | 99,46% | 99,46% |
08/08/2024 | 114,77% | 0,01 CHF | 0,02 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 3 759 CHF | 6 879 CHF | 99,53% | 99,53% |
07/08/2024 | 115,28% | 0,00 CHF | 0,01 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 3 700 CHF | 6 850 CHF | 99,40% | 99,40% |
06/08/2024 | 114,49% | 0,00 CHF | 0,01 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 3 770 CHF | 6 885 CHF | 99,23% | 99,23% |
02/08/2024 | 76,07% | 0,01 CHF | 0,02 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 8 166 CHF | 9 083 CHF | 99,55% | 99,55% |
30/07/2024 | 54,65% | 0,01 CHF | 0,02 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 13 309 CHF | 11 655 CHF | 99,55% | 99,55% |