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 | 5,05% | 0,18 CHF | 0,19 CHF | 1 000 000 | 500 000 | 1 000 000 | 422 893 | 193 575 CHF | 85 738 CHF | 99,27% | 99,27% |
14/08/2024 | 5,14% | 0,17 CHF | 0,18 CHF | 1 000 000 | 500 000 | 1 000 000 | 443 930 | 189 992 CHF | 88 512 CHF | 99,49% | 99,49% |
13/08/2024 | 5,28% | 0,20 CHF | 0,21 CHF | 1 000 000 | 400 000 | 1 000 000 | 487 764 | 184 582 CHF | 94 721 CHF | 99,42% | 99,42% |
12/08/2024 | 7,32% | 0,18 CHF | 0,19 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 133 583 CHF | 71 792 CHF | 99,39% | 99,39% |
09/08/2024 | 8,54% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 112 221 CHF | 61 110 CHF | 99,07% | 99,07% |
08/08/2024 | 9,53% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 100 127 CHF | 55 064 CHF | 99,23% | 99,23% |
07/08/2024 | 7,99% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 120 567 CHF | 65 283 CHF | 99,42% | 99,42% |
06/08/2024 | 8,39% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 955 834 | 411 668 | 109 545 CHF | 51 531 CHF | 99,40% | 99,40% |
02/08/2024 | 6,19% | 0,13 CHF | 0,14 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 156 978 CHF | 83 489 CHF | 99,59% | 99,59% |
30/07/2024 | 6,93% | 0,14 CHF | 0,15 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 139 328 CHF | 74 664 CHF | 98,75% | 98,75% |