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 | 12,96% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 73 272 CHF | 41 636 CHF | 97,34% | 97,34% |
14/08/2024 | 12,96% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 72 351 CHF | 41 175 CHF | 99,02% | 99,02% |
13/08/2024 | 13,15% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 71 148 CHF | 40 574 CHF | 99,18% | 99,18% |
12/08/2024 | 13,41% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 69 637 CHF | 39 819 CHF | 99,10% | 99,10% |
09/08/2024 | 12,57% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 74 842 CHF | 42 421 CHF | 99,09% | 99,09% |
08/08/2024 | 12,53% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 75 611 CHF | 42 806 CHF | 98,57% | 98,57% |
07/08/2024 | 12,07% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 78 656 CHF | 44 328 CHF | 99,18% | 99,18% |
06/08/2024 | 12,93% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 72 658 CHF | 41 329 CHF | 98,43% | 98,43% |
02/08/2024 | 9,09% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 444 537 | 105 877 CHF | 51 087 CHF | 99,02% | 99,02% |
30/07/2024 | 5,54% | 0,17 CHF | 0,18 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 157 983 CHF | 55 661 CHF | 98,82% | 98,82% |