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 | 12,87% | 0,08 CHF | 0,09 CHF | 1 500 000 | 300 000 | 1 500 000 | 300 000 | 110 200 CHF | 25 040 CHF | 99,27% | 99,27% |
14/08/2024 | 15,46% | 0,06 CHF | 0,07 CHF | 1 500 000 | 300 000 | 1 500 000 | 300 000 | 89 612 CHF | 20 922 CHF | 99,27% | 99,27% |
13/08/2024 | 19,12% | 0,05 CHF | 0,06 CHF | 1 500 000 | 300 000 | 1 500 000 | 300 000 | 71 506 CHF | 17 301 CHF | 99,18% | 99,18% |
12/08/2024 | 19,27% | 0,05 CHF | 0,06 CHF | 1 500 000 | 300 000 | 1 500 000 | 300 000 | 70 953 CHF | 17 191 CHF | 99,27% | 99,27% |
09/08/2024 | 20,10% | 0,04 CHF | 0,05 CHF | 1 500 000 | 300 000 | 1 500 000 | 300 000 | 67 890 CHF | 16 578 CHF | 99,23% | 99,23% |
08/08/2024 | 23,14% | 0,04 CHF | 0,05 CHF | 1 500 000 | 300 000 | 1 319 030 | 300 000 | 51 231 CHF | 14 569 CHF | 99,27% | 99,27% |
07/08/2024 | 19,70% | 0,04 CHF | 0,05 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 41 620 CHF | 16 873 CHF | 99,17% | 99,17% |
06/08/2024 | 20,88% | 0,04 CHF | 0,05 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 39 310 CHF | 16 103 CHF | 98,71% | 98,71% |
02/08/2024 | 20,49% | 0,05 CHF | 0,06 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 39 851 CHF | 16 284 CHF | 97,96% | 97,96% |
31/07/2024 | 14,90% | 0,06 CHF | 0,07 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 56 144 CHF | 21 715 CHF | 37,91% | 37,91% |