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 | 17,67% | 0,06 CHF | 0,07 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 77 752 CHF | 12 367 CHF | 99,27% | 99,27% |
14/08/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 75 000 CHF | 12 000 CHF | 99,27% | 99,27% |
13/08/2024 | 19,68% | 0,04 CHF | 0,05 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 69 450 CHF | 11 260 CHF | 99,09% | 99,09% |
12/08/2024 | 17,78% | 0,05 CHF | 0,06 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 77 134 CHF | 12 285 CHF | 99,27% | 99,27% |
09/08/2024 | 15,16% | 0,06 CHF | 0,07 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 91 608 CHF | 14 214 CHF | 99,21% | 99,21% |
08/08/2024 | 14,57% | 0,06 CHF | 0,07 CHF | 1 500 000 | 200 000 | 1 320 400 | 200 000 | 83 876 CHF | 14 792 CHF | 99,27% | 99,27% |
07/08/2024 | 15,92% | 0,07 CHF | 0,08 CHF | 1 000 000 | 200 000 | 1 000 000 | 200 000 | 58 783 CHF | 13 757 CHF | 98,82% | 98,82% |
06/08/2024 | 13,96% | 0,07 CHF | 0,08 CHF | 1 000 000 | 200 000 | 1 000 000 | 200 000 | 67 186 CHF | 15 437 CHF | 98,80% | 98,80% |
02/08/2024 | 17,41% | 0,05 CHF | 0,06 CHF | 1 000 000 | 200 000 | 1 000 000 | 200 000 | 52 766 CHF | 12 553 CHF | 98,27% | 98,27% |
31/07/2024 | 13,33% | 0,07 CHF | 0,08 CHF | 1 000 000 | 200 000 | 1 000 000 | 200 000 | 70 000 CHF | 16 000 CHF | 38,90% | 38,90% |