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 | 12,54% | 0,08 CHF | 0,09 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 75 304 CHF | 8 530 CHF | 99,16% | 99,16% |
14/08/2024 | 11,64% | 0,08 CHF | 0,09 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 81 034 CHF | 9 103 CHF | 97,47% | 97,47% |
13/08/2024 | 11,43% | 0,09 CHF | 0,10 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 82 679 CHF | 9 268 CHF | 99,16% | 99,16% |
12/08/2024 | 11,67% | 0,08 CHF | 0,09 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 80 732 CHF | 9 073 CHF | 99,16% | 99,16% |
09/08/2024 | 10,19% | 0,09 CHF | 0,10 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 93 442 CHF | 10 344 CHF | 99,16% | 99,16% |
08/08/2024 | 10,43% | 0,10 CHF | 0,11 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 91 408 CHF | 10 141 CHF | 99,16% | 99,16% |
07/08/2024 | 9,43% | 0,11 CHF | 0,12 CHF | 1 000 000 | 100 000 | 1 000 000 | 99 991 | 101 360 CHF | 11 135 CHF | 99,16% | 99,16% |
06/08/2024 | 7,64% | 0,09 CHF | 0,10 CHF | 1 000 000 | 100 000 | 987 843 | 100 000 | 127 614 CHF | 13 985 CHF | 99,15% | 99,15% |
02/08/2024 | 6,28% | 0,13 CHF | 0,14 CHF | 1 000 000 | 100 000 | 915 857 | 100 000 | 141 816 CHF | 16 512 CHF | 97,07% | 97,07% |
31/07/2024 | 4,84% | 0,19 CHF | 0,20 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 151 677 CHF | 21 224 CHF | 38,11% | 38,11% |