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 | 16,69% | 0,06 CHF | 0,07 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 82 782 CHF | 16 297 CHF | 99,27% | 99,27% |
14/08/2024 | 14,45% | 0,06 CHF | 0,07 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 96 709 CHF | 18 618 CHF | 99,27% | 99,27% |
13/08/2024 | 15,47% | 0,06 CHF | 0,07 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 89 750 CHF | 17 458 CHF | 99,09% | 99,09% |
12/08/2024 | 13,05% | 0,06 CHF | 0,07 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 107 899 CHF | 20 483 CHF | 99,26% | 99,26% |
09/08/2024 | 13,96% | 0,07 CHF | 0,08 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 100 072 CHF | 19 179 CHF | 99,20% | 99,20% |
08/08/2024 | 18,11% | 0,06 CHF | 0,07 CHF | 1 500 000 | 250 000 | 1 251 770 | 250 000 | 63 116 CHF | 15 079 CHF | 99,26% | 99,26% |
07/08/2024 | 15,78% | 0,06 CHF | 0,07 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 43 860 CHF | 17 120 CHF | 99,22% | 99,22% |
06/08/2024 | 16,89% | 0,05 CHF | 0,06 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 41 059 CHF | 16 186 CHF | 98,80% | 98,80% |
02/08/2024 | 9,93% | 0,09 CHF | 0,10 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 71 943 CHF | 26 481 CHF | 98,27% | 98,27% |
31/07/2024 | 8,04% | 0,12 CHF | 0,13 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 89 813 CHF | 32 438 CHF | 38,89% | 38,89% |