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 | 131,72% | 0,00 CHF | 0,01 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 4 110 CHF | 1 911 CHF | 99,27% | 99,27% |
14/08/2024 | 121,08% | 0,00 CHF | 0,01 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 4 995 CHF | 2 000 CHF | 99,27% | 99,27% |
13/08/2024 | 125,19% | 0,00 CHF | 0,01 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 4 848 CHF | 1 985 CHF | 99,08% | 99,08% |
12/08/2024 | 112,22% | 0,00 CHF | 0,01 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 5 964 CHF | 2 096 CHF | 99,27% | 99,27% |
09/08/2024 | 121,18% | 0,01 CHF | 0,02 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 5 080 CHF | 2 008 CHF | 99,20% | 99,20% |
08/08/2024 | 137,44% | 0,00 CHF | 0,01 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 4 265 CHF | 1 926 CHF | 98,97% | 98,97% |
07/08/2024 | 111,78% | 0,01 CHF | 0,02 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 6 620 CHF | 2 162 CHF | 99,21% | 99,21% |
06/08/2024 | 110,48% | 0,00 CHF | 0,01 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 7 849 CHF | 2 285 CHF | 98,80% | 98,80% |
02/08/2024 | 151,79% | 0,00 CHF | 0,01 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 2 823 CHF | 1 782 CHF | 98,29% | 98,29% |
31/07/2024 | 98,55% | 0,01 CHF | 0,02 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 8 052 CHF | 2 305 CHF | 38,91% | 38,91% |