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 | 3,26% | 0,31 CHF | 0,32 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 301 527 CHF | 31 153 CHF | 99,27% | 99,27% |
14/08/2024 | 3,52% | 0,28 CHF | 0,29 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 279 465 CHF | 28 947 CHF | 99,27% | 99,27% |
13/08/2024 | 3,77% | 0,27 CHF | 0,28 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 260 909 CHF | 27 091 CHF | 99,17% | 99,17% |
12/08/2024 | 4,36% | 0,27 CHF | 0,28 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 262 976 CHF | 27 468 CHF | 99,27% | 99,27% |
09/08/2024 | 5,04% | 0,24 CHF | 0,25 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 664 | 251 770 CHF | 26 641 CHF | 99,23% | 99,23% |
08/08/2024 | 5,93% | 0,22 CHF | 0,24 CHF | 1 000 000 | 150 000 | 830 922 | 147 247 | 179 413 CHF | 33 322 CHF | 99,26% | 99,26% |
07/08/2024 | 5,27% | 0,24 CHF | 0,25 CHF | 300 000 | 100 000 | 337 271 | 112 424 | 80 642 CHF | 28 342 CHF | 99,17% | 99,17% |
06/08/2024 | 5,37% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 412 560 | 137 520 | 97 015 CHF | 34 126 CHF | 98,70% | 98,70% |
02/08/2024 | 4,02% | 0,28 CHF | 0,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 95 849 CHF | 33 250 CHF | 97,95% | 97,95% |
31/07/2024 | 2,82% | 0,45 CHF | 0,47 CHF | 225 000 | 75 000 | 228 347 | 76 116 | 103 948 CHF | 35 639 CHF | 37,91% | 37,91% |