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 | 15,61% | 0,07 CHF | 0,08 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 59 196 CHF | 27 678 CHF | 99,57% | 99,57% |
14/08/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 466 917 | 50 000 CHF | 28 015 CHF | 99,24% | 99,24% |
13/08/2024 | 15,83% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 412 627 | 58 542 CHF | 28 175 CHF | 99,69% | 99,69% |
12/08/2024 | 13,58% | 0,06 CHF | 0,07 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 68 781 CHF | 31 512 CHF | 99,56% | 99,56% |
09/08/2024 | 14,87% | 0,06 CHF | 0,07 CHF | 1 000 000 | 400 000 | 1 000 000 | 409 954 | 62 529 CHF | 29 708 CHF | 99,51% | 99,51% |
08/08/2024 | 17,82% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 51 306 CHF | 30 653 CHF | 96,52% | 96,52% |
07/08/2024 | 20,71% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 43 737 CHF | 26 869 CHF | 99,54% | 99,54% |
06/08/2024 | 15,97% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 889 667 | 389 667 | 51 290 CHF | 26 232 CHF | 99,50% | 99,50% |
02/08/2024 | 15,46% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 468 191 | 60 859 CHF | 32 832 CHF | 98,89% | 98,89% |
30/07/2024 | 17,58% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 52 152 CHF | 31 076 CHF | 99,17% | 99,17% |