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 | 10,54% | 0,10 CHF | 0,11 CHF | 900 000 | 300 000 | 966 521 | 366 521 | 87 831 CHF | 36 622 CHF | 99,53% | 99,53% |
14/08/2024 | 11,25% | 0,08 CHF | 0,09 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 84 162 CHF | 37 665 CHF | 99,74% | 99,74% |
13/08/2024 | 11,56% | 0,08 CHF | 0,09 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 81 646 CHF | 36 659 CHF | 99,56% | 99,56% |
12/08/2024 | 10,44% | 0,08 CHF | 0,09 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 91 028 CHF | 40 411 CHF | 99,49% | 99,49% |
09/08/2024 | 9,33% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 103 046 CHF | 45 219 CHF | 99,60% | 99,60% |
08/08/2024 | 10,00% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 95 319 CHF | 42 128 CHF | 99,51% | 99,51% |
07/08/2024 | 8,81% | 0,11 CHF | 0,12 CHF | 900 000 | 300 000 | 974 108 | 374 108 | 105 879 CHF | 44 335 CHF | 99,61% | 99,61% |
06/08/2024 | 9,84% | 0,08 CHF | 0,09 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 97 625 CHF | 43 050 CHF | 98,83% | 98,83% |
02/08/2024 | 7,48% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 913 625 | 313 625 | 118 138 CHF | 43 563 CHF | 99,39% | 99,39% |
30/07/2024 | 3,76% | 0,26 CHF | 0,27 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 195 903 CHF | 67 801 CHF | 99,58% | 99,58% |