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 | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 45 000 CHF | 6 000 CHF | 99,27% | 99,27% |
14/08/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 45 000 CHF | 6 000 CHF | 99,27% | 99,27% |
13/08/2024 | 28,78% | 0,03 CHF | 0,04 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 45 051 CHF | 6 005 CHF | 99,18% | 99,18% |
12/08/2024 | 27,22% | 0,03 CHF | 0,04 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 48 204 CHF | 6 320 CHF | 99,27% | 99,27% |
09/08/2024 | 26,73% | 0,03 CHF | 0,04 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 49 348 CHF | 6 435 CHF | 99,23% | 99,23% |
08/08/2024 | 26,35% | 0,04 CHF | 0,05 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 50 241 CHF | 6 524 CHF | 99,26% | 99,26% |
07/08/2024 | 24,04% | 0,04 CHF | 0,05 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 55 699 CHF | 7 070 CHF | 98,91% | 98,91% |
06/08/2024 | 29,04% | 0,03 CHF | 0,04 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 44 392 CHF | 5 939 CHF | 98,72% | 98,72% |
02/08/2024 | 21,79% | 0,03 CHF | 0,04 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 62 423 CHF | 7 742 CHF | 97,97% | 97,97% |
31/07/2024 | 19,71% | 0,06 CHF | 0,07 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 70 938 CHF | 8 594 CHF | 37,90% | 37,90% |