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 | 8,59% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 111 581 CHF | 48 633 CHF | 99,66% | 99,66% |
14/08/2024 | 9,12% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 104 834 CHF | 45 934 CHF | 99,48% | 99,48% |
13/08/2024 | 8,92% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 107 335 CHF | 46 934 CHF | 99,76% | 99,76% |
12/08/2024 | 9,52% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 459 446 | 100 000 CHF | 50 539 CHF | 99,57% | 99,57% |
09/08/2024 | 9,49% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 471 480 | 100 417 CHF | 51 997 CHF | 99,50% | 99,50% |
08/08/2024 | 10,41% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 91 121 CHF | 50 561 CHF | 99,42% | 99,42% |
07/08/2024 | 11,14% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 85 083 CHF | 47 542 CHF | 99,56% | 99,56% |
06/08/2024 | 11,57% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 81 551 CHF | 45 776 CHF | 98,47% | 98,47% |
02/08/2024 | 7,71% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 125 322 CHF | 54 129 CHF | 98,66% | 98,66% |
30/07/2024 | 8,19% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 402 649 | 117 340 CHF | 51 254 CHF | 99,26% | 99,26% |