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 | 3,88% | 0,24 CHF | 0,25 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 253 062 CHF | 105 225 CHF | 99,25% | 99,25% |
14/08/2024 | 3,98% | 0,23 CHF | 0,24 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 246 762 CHF | 102 705 CHF | 99,59% | 99,59% |
13/08/2024 | 4,11% | 0,26 CHF | 0,27 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 238 419 CHF | 99 368 CHF | 99,42% | 99,42% |
12/08/2024 | 5,60% | 0,23 CHF | 0,24 CHF | 1 000 000 | 400 000 | 1 000 000 | 478 823 | 175 939 CHF | 88 169 CHF | 99,35% | 99,35% |
09/08/2024 | 6,45% | 0,15 CHF | 0,16 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 150 053 CHF | 80 026 CHF | 99,03% | 99,03% |
08/08/2024 | 7,26% | 0,14 CHF | 0,15 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 132 967 CHF | 71 484 CHF | 99,32% | 99,32% |
07/08/2024 | 6,10% | 0,15 CHF | 0,16 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 159 233 CHF | 84 616 CHF | 99,39% | 99,39% |
06/08/2024 | 6,38% | 0,15 CHF | 0,16 CHF | 1 000 000 | 500 000 | 888 718 | 388 718 | 135 518 CHF | 63 400 CHF | 98,60% | 98,60% |
02/08/2024 | 4,77% | 0,16 CHF | 0,17 CHF | 1 000 000 | 500 000 | 1 000 000 | 403 471 | 205 244 CHF | 86 722 CHF | 99,57% | 99,57% |
30/07/2024 | 5,33% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 182 653 CHF | 77 061 CHF | 98,76% | 98,76% |