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 | 28,57% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 996 093 | 250 000 | 29 883 CHF | 10 000 CHF | 99,39% | 99,39% |
14/08/2024 | 28,82% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 29 736 CHF | 9 934 CHF | 98,86% | 98,86% |
13/08/2024 | 33,27% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 25 064 CHF | 8 766 CHF | 98,92% | 98,92% |
12/08/2024 | 32,83% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 717 | 250 000 | 25 375 CHF | 8 883 CHF | 98,75% | 98,75% |
09/08/2024 | 28,84% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 29 717 CHF | 9 929 CHF | 98,82% | 98,82% |
08/08/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 110 | 250 000 | 29 793 CHF | 10 000 CHF | 96,89% | 96,89% |
07/08/2024 | 28,56% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 992 347 | 250 000 | 29 782 CHF | 10 003 CHF | 98,66% | 98,66% |
06/08/2024 | 28,63% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 989 968 | 250 000 | 29 616 CHF | 9 992 CHF | 98,88% | 98,88% |
02/08/2024 | 22,80% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 38 960 CHF | 12 240 CHF | 99,38% | 99,38% |
30/07/2024 | 18,12% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 991 014 | 497 005 | 49 735 CHF | 29 915 CHF | 99,38% | 99,38% |