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 | 27,37% | 0,07 CHF | 0,10 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 1 749 CHF | 2 301 CHF | 75,38% | 75,38% |
14/08/2024 | 33,69% | 0,07 CHF | 0,09 CHF | 25 000 | 25 000 | 24 578 | 24 578 | 1 448 CHF | 2 018 CHF | 91,31% | 91,31% |
13/08/2024 | 38,95% | 0,05 CHF | 0,07 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 1 054 CHF | 1 560 CHF | 53,94% | 53,94% |
12/08/2024 | 22,44% | 0,04 CHF | 0,05 CHF | 496 030 | 50 000 | 496 436 | 50 000 | 19 857 CHF | 2 506 CHF | 99,70% | 99,70% |
09/08/2024 | 22,45% | 0,04 CHF | 0,05 CHF | 500 000 | 50 000 | 498 490 | 50 000 | 21 088 CHF | 2 648 CHF | 75,43% | 75,43% |
08/08/2024 | 34,40% | 0,03 CHF | 0,05 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 16 920 CHF | 2 385 CHF | 97,79% | 97,79% |
07/08/2024 | 29,16% | 0,03 CHF | 0,04 CHF | 500 000 | 50 000 | 497 663 | 50 000 | 16 193 CHF | 2 183 CHF | 95,99% | 95,99% |
06/08/2024 | 38,56% | 0,03 CHF | 0,05 CHF | 500 000 | 50 000 | 495 484 | 41 009 | 15 450 CHF | 1 850 CHF | 90,84% | 90,84% |
02/08/2024 | 97,38% | 0,02 CHF | 0,05 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 600 CHF | 582 CHF | 93,28% | 93,28% |
31/07/2024 | 35,02% | 0,04 CHF | 0,06 CHF | 460 162 | 50 000 | 466 103 | 47 203 | 18 085 CHF | 2 633 CHF | 14,28% | 14,28% |