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 | 6,28% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 154 454 CHF | 65 782 CHF | 93,86% | 93,86% |
14/08/2024 | 6,06% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 160 146 CHF | 68 058 CHF | 93,10% | 93,10% |
13/08/2024 | 6,08% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 159 404 CHF | 67 762 CHF | 99,39% | 99,39% |
12/08/2024 | 5,77% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 168 376 CHF | 71 350 CHF | 95,07% | 95,07% |
09/08/2024 | 5,23% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 959 590 | 359 590 | 178 580 CHF | 70 421 CHF | 95,24% | 95,24% |
08/08/2024 | 5,30% | 0,19 CHF | 0,20 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 183 657 CHF | 77 463 CHF | 99,14% | 99,14% |
07/08/2024 | 5,26% | 0,19 CHF | 0,20 CHF | 1 000 000 | 400 000 | 991 560 | 391 560 | 183 511 CHF | 76 332 CHF | 98,89% | 98,89% |
06/08/2024 | 5,45% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 178 843 CHF | 75 537 CHF | 98,81% | 98,81% |
02/08/2024 | 3,91% | 0,26 CHF | 0,27 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 226 498 CHF | 78 499 CHF | 99,48% | 99,48% |
30/07/2024 | 5,34% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 975 959 | 375 959 | 177 940 CHF | 72 154 CHF | 98,64% | 98,64% |