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 | 15,35% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 60 186 CHF | 35 093 CHF | 99,58% | 99,58% |
14/08/2024 | 15,52% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 59 509 CHF | 34 754 CHF | 99,57% | 99,57% |
13/08/2024 | 15,38% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 60 000 CHF | 35 000 CHF | 99,77% | 99,77% |
12/08/2024 | 15,67% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 58 993 CHF | 34 496 CHF | 99,57% | 99,57% |
09/08/2024 | 15,63% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 59 130 CHF | 34 565 CHF | 99,57% | 99,57% |
08/08/2024 | 17,95% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 50 828 CHF | 30 414 CHF | 99,53% | 99,53% |
07/08/2024 | 18,16% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 50 066 CHF | 30 033 CHF | 98,83% | 98,83% |
06/08/2024 | 18,19% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 49 992 CHF | 29 996 CHF | 98,57% | 98,57% |
02/08/2024 | 12,49% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 75 651 CHF | 42 826 CHF | 99,26% | 99,26% |
30/07/2024 | 13,35% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 69 916 CHF | 39 958 CHF | 99,42% | 99,42% |