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 | 66,15% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 994 886 | 250 000 | 10 103 CHF | 5 039 CHF | 99,38% | 99,38% |
14/08/2024 | 50,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 15 000 CHF | 6 250 CHF | 98,87% | 98,87% |
13/08/2024 | 50,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 985 034 | 250 000 | 14 776 CHF | 6 250 CHF | 98,90% | 98,90% |
12/08/2024 | 49,88% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 992 837 | 250 000 | 14 953 CHF | 6 265 CHF | 98,76% | 98,76% |
09/08/2024 | 48,16% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 15 921 CHF | 6 480 CHF | 98,83% | 98,83% |
08/08/2024 | 33,98% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 992 229 | 250 000 | 24 322 CHF | 8 629 CHF | 96,87% | 96,87% |
07/08/2024 | 39,86% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 20 102 CHF | 7 526 CHF | 98,65% | 98,65% |
06/08/2024 | 25,47% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 978 863 | 250 000 | 33 880 CHF | 11 134 CHF | 98,73% | 98,73% |
02/08/2024 | 40,04% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 996 497 | 250 000 | 19 984 CHF | 7 513 CHF | 99,39% | 99,39% |
30/07/2024 | 33,27% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 290 | 250 000 | 24 897 CHF | 8 766 CHF | 99,38% | 99,38% |