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 | 14,32% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 65 195 CHF | 37 598 CHF | 97,28% | 97,28% |
14/08/2024 | 12,49% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 75 374 CHF | 42 687 CHF | 99,12% | 99,12% |
13/08/2024 | 11,07% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 85 597 CHF | 47 799 CHF | 99,62% | 99,62% |
12/08/2024 | 11,43% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 82 730 CHF | 46 365 CHF | 99,12% | 99,12% |
09/08/2024 | 11,10% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 85 407 CHF | 47 704 CHF | 99,56% | 99,56% |
08/08/2024 | 8,87% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 476 905 | 108 078 CHF | 56 158 CHF | 99,48% | 99,48% |
07/08/2024 | 8,49% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 456 345 | 113 671 CHF | 56 031 CHF | 99,58% | 99,58% |
06/08/2024 | 6,68% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 145 066 CHF | 62 026 CHF | 98,60% | 98,60% |
02/08/2024 | 10,41% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 91 448 CHF | 50 724 CHF | 99,56% | 99,56% |
30/07/2024 | 11,49% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 82 221 CHF | 46 111 CHF | 98,73% | 98,73% |