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 | 20,53% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 44 971 CHF | 27 486 CHF | 93,37% | 93,37% |
14/08/2024 | 18,77% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 48 552 CHF | 29 276 CHF | 95,73% | 95,73% |
13/08/2024 | 23,73% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 37 953 CHF | 23 976 CHF | 98,42% | 98,42% |
12/08/2024 | 22,83% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 39 045 CHF | 24 522 CHF | 99,51% | 99,51% |
09/08/2024 | 21,21% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 42 504 CHF | 26 252 CHF | 95,24% | 95,24% |
08/08/2024 | 22,14% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 40 259 CHF | 25 130 CHF | 97,83% | 97,83% |
07/08/2024 | 18,68% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 48 769 CHF | 29 385 CHF | 94,20% | 94,20% |
06/08/2024 | 15,50% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 60 624 CHF | 35 312 CHF | 91,00% | 91,00% |
02/08/2024 | 12,18% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 77 408 CHF | 43 704 CHF | 95,57% | 95,57% |
30/07/2024 | 7,82% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 123 343 CHF | 66 671 CHF | 98,94% | 98,94% |