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 | 25,33% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 915 | 250 000 | 34 380 CHF | 11 140 CHF | 99,38% | 99,38% |
14/08/2024 | 24,85% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 35 265 CHF | 11 316 CHF | 98,87% | 98,87% |
13/08/2024 | 24,12% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 985 075 | 250 000 | 36 032 CHF | 11 648 CHF | 98,90% | 98,90% |
12/08/2024 | 22,94% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 844 | 250 000 | 38 507 CHF | 12 198 CHF | 98,75% | 98,75% |
09/08/2024 | 18,80% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 999 179 | 411 531 | 48 268 CHF | 24 266 CHF | 98,82% | 98,82% |
08/08/2024 | 27,54% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 222 | 250 000 | 31 211 CHF | 10 361 CHF | 96,84% | 96,84% |
07/08/2024 | 23,07% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 38 478 CHF | 12 119 CHF | 98,65% | 98,65% |
06/08/2024 | 26,45% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 979 048 | 250 000 | 32 199 CHF | 10 756 CHF | 98,71% | 98,71% |
02/08/2024 | 17,54% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 942 993 | 446 207 | 49 237 CHF | 27 943 CHF | 99,38% | 99,38% |
30/07/2024 | 17,06% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 939 047 | 474 342 | 50 359 CHF | 30 212 CHF | 99,38% | 99,38% |