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 | 18,16% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 50 078 CHF | 30 039 CHF | 99,00% | 99,00% |
14/08/2024 | 15,42% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 60 217 CHF | 35 109 CHF | 99,40% | 99,40% |
13/08/2024 | 13,35% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 69 903 CHF | 39 951 CHF | 99,25% | 99,25% |
12/08/2024 | 17,08% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 54 391 CHF | 32 196 CHF | 98,22% | 98,22% |
09/08/2024 | 14,01% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 66 717 CHF | 38 359 CHF | 99,38% | 99,38% |
08/08/2024 | 13,52% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 69 220 CHF | 39 610 CHF | 99,33% | 99,33% |
07/08/2024 | 13,77% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 67 896 CHF | 38 948 CHF | 98,98% | 98,98% |
06/08/2024 | 11,06% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 889 665 | 389 665 | 76 231 CHF | 37 115 CHF | 99,48% | 99,48% |
02/08/2024 | 14,16% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 66 542 CHF | 38 271 CHF | 99,26% | 99,26% |
30/07/2024 | 13,13% | 0,11 CHF | 0,12 CHF | 900 000 | 300 000 | 972 207 | 418 345 | 78 278 CHF | 35 926 CHF | 93,45% | 93,45% |