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 | 17,07% | 0,05 CHF | 0,06 CHF | 75 000 | 25 000 | 456 149 | 24 914 | 24 789 CHF | 1 594 CHF | 86,05% | 91,54% |
14/08/2024 | 18,67% | 0,05 CHF | 0,06 CHF | 500 000 | 25 000 | 500 000 | 24 896 | 24 391 CHF | 1 463 CHF | 98,24% | 98,24% |
13/08/2024 | 22,02% | 0,04 CHF | 0,05 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 20 252 CHF | 1 263 CHF | 95,50% | 95,50% |
12/08/2024 | 18,23% | 0,05 CHF | 0,06 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 24 940 CHF | 1 497 CHF | 97,02% | 97,02% |
09/08/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 25 012 CHF | 1 501 CHF | 98,46% | 98,46% |
08/08/2024 | 18,81% | 0,05 CHF | 0,06 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 24 229 CHF | 1 461 CHF | 95,55% | 95,55% |
07/08/2024 | 18,88% | 0,05 CHF | 0,06 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 24 141 CHF | 1 457 CHF | 82,52% | 82,52% |
06/08/2024 | 23,26% | 0,04 CHF | 0,05 CHF | 500 000 | 25 000 | 500 000 | 22 362 | 19 507 CHF | 1 093 CHF | 63,61% | 63,61% |
02/08/2024 | 40,82% | 0,05 CHF | 0,08 CHF | 3 750 | 3 750 | 3 750 | 3 750 | 218 CHF | 329 CHF | 95,70% | 95,70% |
31/07/2024 | 19,67% | 0,08 CHF | 0,10 CHF | 12 500 | 12 500 | 12 246 | 12 246 | 1 008 CHF | 1 228 CHF | 30,66% | 30,66% |