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 | 50,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 996 021 | 250 000 | 14 940 CHF | 6 250 CHF | 99,39% | 99,39% |
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 | 53,31% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 14 008 CHF | 6 002 CHF | 98,79% | 98,79% |
12/08/2024 | 51,25% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 993 756 | 250 000 | 14 531 CHF | 6 156 CHF | 98,64% | 98,64% |
09/08/2024 | 49,99% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 14 807 CHF | 6 164 CHF | 98,78% | 98,78% |
08/08/2024 | 26,83% | 0,02 CHF | 0,02 CHF | 1 000 000 | 250 000 | 993 092 | 250 000 | 16 271 CHF | 5 344 CHF | 96,90% | 96,90% |
07/08/2024 | 24,29% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 992 239 | 250 000 | 18 216 CHF | 5 843 CHF | 98,66% | 98,66% |
06/08/2024 | 14,80% | 0,04 CHF | 0,04 CHF | 1 000 000 | 250 000 | 986 723 | 250 000 | 30 982 CHF | 9 108 CHF | 98,83% | 98,83% |
02/08/2024 | 10,88% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 254 331 | 43 576 CHF | 12 339 CHF | 99,39% | 99,39% |
30/07/2024 | 9,53% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 994 170 | 495 418 | 49 674 CHF | 27 232 CHF | 99,37% | 99,37% |