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 | 79,15% | 0,01 CHF | 0,02 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 7 754 CHF | 8 877 CHF | 98,49% | 98,49% |
14/08/2024 | 47,88% | 0,01 CHF | 0,02 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 19 246 CHF | 14 623 CHF | 98,30% | 98,30% |
13/08/2024 | 22,05% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 40 418 CHF | 25 209 CHF | 98,60% | 98,60% |
12/08/2024 | 24,69% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 36 109 CHF | 23 055 CHF | 94,45% | 94,45% |
09/08/2024 | 23,47% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 38 033 CHF | 24 016 CHF | 96,28% | 96,28% |
08/08/2024 | 24,98% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 35 652 CHF | 22 826 CHF | 97,83% | 97,83% |
07/08/2024 | 27,55% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 32 695 CHF | 21 348 CHF | 98,62% | 98,62% |
06/08/2024 | 38,24% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 21 436 CHF | 15 718 CHF | 97,88% | 97,88% |
02/08/2024 | 17,62% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 481 631 | 54 533 CHF | 30 594 CHF | 95,98% | 95,98% |
30/07/2024 | 9,22% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 103 620 CHF | 45 448 CHF | 96,65% | 96,65% |