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 | 6,80% | 0,17 CHF | 0,18 CHF | 900 000 | 300 000 | 966 317 | 366 317 | 138 032 CHF | 55 550 CHF | 97,36% | 97,36% |
14/08/2024 | 6,74% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 143 538 CHF | 61 415 CHF | 99,03% | 99,03% |
13/08/2024 | 6,92% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 139 650 CHF | 59 860 CHF | 99,20% | 99,20% |
12/08/2024 | 7,39% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 130 327 CHF | 56 131 CHF | 99,19% | 99,19% |
09/08/2024 | 6,97% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 138 691 CHF | 59 477 CHF | 99,05% | 99,05% |
08/08/2024 | 7,01% | 0,16 CHF | 0,17 CHF | 900 000 | 300 000 | 975 087 | 375 087 | 135 068 CHF | 55 437 CHF | 98,62% | 98,62% |
07/08/2024 | 6,82% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 984 118 | 384 118 | 140 112 CHF | 58 360 CHF | 99,17% | 99,17% |
06/08/2024 | 7,30% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 132 535 CHF | 57 014 CHF | 98,41% | 98,41% |
02/08/2024 | 5,41% | 0,16 CHF | 0,17 CHF | 900 000 | 300 000 | 901 658 | 301 658 | 162 944 CHF | 57 508 CHF | 98,99% | 98,99% |
30/07/2024 | 3,50% | 0,28 CHF | 0,29 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 210 906 CHF | 72 802 CHF | 98,82% | 98,82% |