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 | 11,13% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 494 403 | 85 775 CHF | 47 208 CHF | 96,86% | 96,86% |
14/08/2024 | 11,16% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 85 363 CHF | 47 682 CHF | 92,96% | 92,96% |
13/08/2024 | 13,26% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 70 842 CHF | 40 421 CHF | 94,63% | 94,63% |
12/08/2024 | 15,14% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 61 202 CHF | 35 601 CHF | 98,80% | 98,80% |
09/08/2024 | 12,67% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 74 675 CHF | 42 338 CHF | 94,83% | 94,83% |
08/08/2024 | 17,23% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 53 610 CHF | 31 805 CHF | 90,34% | 90,34% |
07/08/2024 | 13,61% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 68 850 CHF | 39 425 CHF | 97,05% | 97,05% |
06/08/2024 | 9,33% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 884 855 | 383 514 | 91 254 CHF | 43 067 CHF | 93,72% | 93,72% |
02/08/2024 | 14,35% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 66 866 CHF | 38 433 CHF | 88,91% | 88,91% |
30/07/2024 | 7,20% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 134 243 CHF | 57 697 CHF | 97,71% | 97,71% |