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 | 12,80% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 73 422 CHF | 41 711 CHF | 98,38% | 98,38% |
14/08/2024 | 13,65% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 68 463 CHF | 39 232 CHF | 98,49% | 98,49% |
13/08/2024 | 13,20% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 70 881 CHF | 40 440 CHF | 98,66% | 98,66% |
12/08/2024 | 12,22% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 77 100 CHF | 43 550 CHF | 98,07% | 98,07% |
09/08/2024 | 11,71% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 80 497 CHF | 45 248 CHF | 96,31% | 96,31% |
08/08/2024 | 12,73% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 73 865 CHF | 41 933 CHF | 98,76% | 98,76% |
07/08/2024 | 11,20% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 84 586 CHF | 47 293 CHF | 98,87% | 98,87% |
06/08/2024 | 13,05% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 71 811 CHF | 40 906 CHF | 97,83% | 97,83% |
02/08/2024 | 9,71% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 499 782 | 98 157 CHF | 54 052 CHF | 99,11% | 99,11% |
30/07/2024 | 7,31% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 131 971 CHF | 56 789 CHF | 98,93% | 98,93% |