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 | 75,01% | 0,01 CHF | 0,02 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 8 563 CHF | 9 282 CHF | 99,49% | 99,49% |
14/08/2024 | 52,75% | 0,01 CHF | 0,02 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 14 156 CHF | 12 078 CHF | 99,55% | 99,55% |
13/08/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 20 000 CHF | 15 000 CHF | 99,64% | 99,64% |
12/08/2024 | 30,21% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 28 570 CHF | 19 285 CHF | 99,60% | 99,60% |
09/08/2024 | 27,21% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 32 151 CHF | 21 076 CHF | 99,50% | 99,50% |
08/08/2024 | 21,26% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 43 339 CHF | 26 670 CHF | 99,65% | 99,65% |
07/08/2024 | 26,90% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 32 744 CHF | 21 372 CHF | 99,48% | 99,48% |
06/08/2024 | 15,89% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 58 291 CHF | 34 145 CHF | 98,54% | 98,54% |
02/08/2024 | 17,84% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 55 006 CHF | 32 503 CHF | 98,65% | 98,65% |
30/07/2024 | 52,53% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 14 118 CHF | 12 059 CHF | 99,58% | 99,58% |