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 | 7,46% | 0,14 CHF | 0,15 CHF | 900 000 | 300 000 | 992 519 | 392 519 | 128 366 CHF | 54 643 CHF | 99,38% | 99,38% |
14/08/2024 | 7,87% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 122 304 CHF | 52 922 CHF | 99,59% | 99,59% |
13/08/2024 | 7,32% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 132 010 CHF | 56 804 CHF | 99,42% | 99,42% |
12/08/2024 | 6,88% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 140 507 CHF | 60 203 CHF | 99,40% | 99,40% |
09/08/2024 | 7,11% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 135 733 CHF | 58 293 CHF | 99,35% | 99,35% |
08/08/2024 | 7,88% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 122 122 CHF | 52 849 CHF | 99,59% | 99,59% |
07/08/2024 | 8,25% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 116 558 CHF | 50 623 CHF | 99,36% | 99,36% |
06/08/2024 | 9,49% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 1 000 000 | 433 609 | 100 605 CHF | 47 858 CHF | 98,25% | 98,25% |
02/08/2024 | 6,63% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 939 143 | 339 143 | 136 829 CHF | 52 647 CHF | 99,10% | 99,10% |
30/07/2024 | 6,59% | 0,15 CHF | 0,16 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 132 281 CHF | 47 094 CHF | 99,38% | 99,38% |