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 | 31,51% | 0,04 CHF | 0,05 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 41 810 CHF | 7 575 CHF | 99,27% | 99,27% |
14/08/2024 | 25,14% | 0,03 CHF | 0,04 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 53 212 CHF | 9 095 CHF | 99,27% | 99,27% |
13/08/2024 | 21,97% | 0,04 CHF | 0,05 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 60 930 CHF | 10 124 CHF | 99,09% | 99,09% |
12/08/2024 | 21,42% | 0,04 CHF | 0,05 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 63 245 CHF | 10 433 CHF | 99,27% | 99,27% |
09/08/2024 | 17,52% | 0,05 CHF | 0,06 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 78 561 CHF | 12 475 CHF | 99,21% | 99,21% |
08/08/2024 | 22,27% | 0,04 CHF | 0,05 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 59 894 CHF | 9 986 CHF | 99,26% | 99,26% |
07/08/2024 | 18,42% | 0,05 CHF | 0,06 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 74 123 CHF | 11 883 CHF | 99,23% | 99,23% |
06/08/2024 | 18,83% | 0,05 CHF | 0,06 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 73 466 CHF | 11 795 CHF | 98,77% | 98,77% |
02/08/2024 | 11,12% | 0,08 CHF | 0,09 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 129 191 CHF | 19 225 CHF | 98,29% | 98,29% |
31/07/2024 | 8,52% | 0,12 CHF | 0,13 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 169 270 CHF | 24 569 CHF | 38,79% | 38,79% |