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 | 20,68% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 44 062 CHF | 27 031 CHF | 96,53% | 96,53% |
14/08/2024 | 24,26% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 36 796 CHF | 23 398 CHF | 97,98% | 97,98% |
13/08/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 30 000 CHF | 20 000 CHF | 99,07% | 99,07% |
12/08/2024 | 27,17% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 32 200 CHF | 21 100 CHF | 97,06% | 97,06% |
09/08/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 40 000 CHF | 25 000 CHF | 98,17% | 98,17% |
08/08/2024 | 19,60% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 46 491 CHF | 28 246 CHF | 99,16% | 99,16% |
07/08/2024 | 15,65% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 59 051 CHF | 34 526 CHF | 99,15% | 99,15% |
06/08/2024 | 13,83% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 68 016 CHF | 39 008 CHF | 98,45% | 98,45% |
02/08/2024 | 11,66% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 493 041 | 81 926 CHF | 45 203 CHF | 99,08% | 99,08% |
30/07/2024 | 4,74% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 833 452 | 277 817 | 171 340 CHF | 59 891 CHF | 98,57% | 98,57% |