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 | 10,39% | 0,09 CHF | 0,10 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 91 419 CHF | 40 568 CHF | 91,95% | 91,95% |
14/08/2024 | 8,56% | 0,09 CHF | 0,10 CHF | 1 000 000 | 400 000 | 1 000 000 | 409 645 | 115 014 CHF | 50 956 CHF | 96,72% | 96,72% |
13/08/2024 | 6,87% | 0,15 CHF | 0,16 CHF | 900 000 | 300 000 | 943 042 | 343 042 | 132 612 CHF | 51 628 CHF | 96,52% | 96,52% |
12/08/2024 | 6,79% | 0,14 CHF | 0,15 CHF | 900 000 | 300 000 | 928 305 | 328 305 | 132 018 CHF | 49 931 CHF | 96,57% | 96,57% |
09/08/2024 | 7,16% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 999 301 | 399 301 | 134 781 CHF | 57 847 CHF | 93,93% | 93,93% |
08/08/2024 | 7,21% | 0,13 CHF | 0,14 CHF | 900 000 | 300 000 | 933 925 | 333 925 | 124 925 CHF | 47 921 CHF | 96,98% | 96,98% |
07/08/2024 | 8,42% | 0,13 CHF | 0,14 CHF | 900 000 | 300 000 | 996 964 | 396 964 | 114 468 CHF | 49 520 CHF | 97,95% | 97,95% |
06/08/2024 | 9,18% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 104 275 CHF | 45 710 CHF | 97,65% | 97,65% |
02/08/2024 | 5,08% | 0,18 CHF | 0,19 CHF | 750 000 | 250 000 | 753 153 | 251 051 | 144 770 CHF | 50 767 CHF | 97,89% | 97,89% |
30/07/2024 | 3,90% | 0,25 CHF | 0,26 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 188 346 CHF | 65 282 CHF | 92,67% | 92,67% |