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 | 17,69% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 971 822 | 490 607 | 50 094 CHF | 30 208 CHF | 99,39% | 99,39% |
14/08/2024 | 18,16% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 990 997 | 477 318 | 49 660 CHF | 28 765 CHF | 98,88% | 98,88% |
13/08/2024 | 19,98% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 45 064 CHF | 13 766 CHF | 98,89% | 98,89% |
12/08/2024 | 19,93% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 993 732 | 258 641 | 44 916 CHF | 14 301 CHF | 98,76% | 98,76% |
09/08/2024 | 18,44% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 465 743 | 49 298 CHF | 27 736 CHF | 98,83% | 98,83% |
08/08/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 993 081 | 497 693 | 49 654 CHF | 29 862 CHF | 96,92% | 96,92% |
07/08/2024 | 16,64% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 917 898 | 471 989 | 50 564 CHF | 30 723 CHF | 98,64% | 98,64% |
06/08/2024 | 17,42% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 953 926 | 484 206 | 49 939 CHF | 30 217 CHF | 98,80% | 98,80% |
02/08/2024 | 13,96% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 755 904 | 390 233 | 50 388 CHF | 29 915 CHF | 99,39% | 99,39% |
30/07/2024 | 10,52% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 572 468 | 299 610 | 51 586 CHF | 29 994 CHF | 99,38% | 99,38% |