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 | 19,72% | 0,06 CHF | 0,10 CHF | 250 000 | 250 000 | 485 544 | 190 225 | 25 422 CHF | 12 429 CHF | 74,83% | 74,83% |
14/08/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 500 000 | 250 000 | 500 000 | 199 479 | 20 000 CHF | 9 974 CHF | 80,73% | 80,73% |
13/08/2024 | 27,09% | 0,04 CHF | 0,05 CHF | 500 000 | 250 000 | 500 000 | 206 720 | 16 166 CHF | 8 852 CHF | 84,95% | 84,95% |
12/08/2024 | 22,05% | 0,04 CHF | 0,05 CHF | 500 000 | 250 000 | 500 000 | 200 199 | 20 213 CHF | 10 095 CHF | 94,88% | 94,88% |
09/08/2024 | 86,14% | 0,04 CHF | 0,08 CHF | 250 000 | 250 000 | 199 891 | 199 891 | 6 197 CHF | 15 540 CHF | 78,07% | 78,07% |
08/08/2024 | 96,27% | 0,03 CHF | 0,07 CHF | 250 000 | 250 000 | 200 181 | 200 181 | 4 572 CHF | 12 731 CHF | 91,17% | 91,17% |
07/08/2024 | 98,88% | 0,03 CHF | 0,08 CHF | 250 000 | 250 000 | 200 167 | 200 167 | 4 934 CHF | 14 124 CHF | 99,01% | 99,01% |
06/08/2024 | 101,22% | 0,02 CHF | 0,06 CHF | 250 000 | 250 000 | 201 188 | 201 188 | 3 946 CHF | 12 035 CHF | 77,72% | 77,72% |
02/08/2024 | 46,41% | 0,01 CHF | 0,05 CHF | 250 000 | 250 000 | 443 495 | 200 201 | 15 965 CHF | 10 180 CHF | 78,06% | 78,06% |
30/07/2024 | 40,09% | 0,05 CHF | 0,09 CHF | 250 000 | 250 000 | 498 625 | 175 268 | 10 014 CHF | 5 340 CHF | 41,82% | 41,82% |