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 | 26,53% | 0,04 CHF | 0,05 CHF | 1 500 000 | 300 000 | 1 500 000 | 300 000 | 49 823 CHF | 12 965 CHF | 99,27% | 99,27% |
14/08/2024 | 30,51% | 0,02 CHF | 0,03 CHF | 1 500 000 | 300 000 | 1 500 000 | 300 000 | 42 461 CHF | 11 492 CHF | 99,27% | 99,27% |
13/08/2024 | 36,47% | 0,03 CHF | 0,04 CHF | 1 500 000 | 300 000 | 1 500 000 | 300 000 | 34 634 CHF | 9 927 CHF | 99,08% | 99,08% |
12/08/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 1 500 000 | 300 000 | 1 500 000 | 300 000 | 45 000 CHF | 12 000 CHF | 99,27% | 99,27% |
09/08/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 1 500 000 | 300 000 | 1 500 000 | 300 000 | 45 000 CHF | 12 000 CHF | 99,20% | 99,20% |
08/08/2024 | 43,23% | 0,02 CHF | 0,03 CHF | 1 500 000 | 300 000 | 1 286 000 | 300 000 | 23 939 CHF | 8 637 CHF | 99,27% | 99,27% |
07/08/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 18 000 CHF | 9 000 CHF | 99,23% | 99,23% |
06/08/2024 | 32,49% | 0,02 CHF | 0,03 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 24 252 CHF | 11 084 CHF | 98,81% | 98,81% |
02/08/2024 | 24,91% | 0,02 CHF | 0,03 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 32 962 CHF | 13 988 CHF | 98,28% | 98,28% |
31/07/2024 | 13,01% | 0,07 CHF | 0,08 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 64 874 CHF | 24 625 CHF | 38,90% | 38,90% |