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 | 17,76% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 51 565 CHF | 30 782 CHF | 99,10% | 99,10% |
14/08/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 50 000 CHF | 30 000 CHF | 77,60% | 97,68% |
13/08/2024 | 18,48% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 49 251 CHF | 29 626 CHF | 99,05% | 99,05% |
12/08/2024 | 15,97% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 57 890 CHF | 33 945 CHF | 98,62% | 98,62% |
09/08/2024 | 15,89% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 58 196 CHF | 34 098 CHF | 98,98% | 98,98% |
08/08/2024 | 15,64% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 59 090 CHF | 34 545 CHF | 98,49% | 98,49% |
07/08/2024 | 15,38% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 60 043 CHF | 35 022 CHF | 99,46% | 99,46% |
06/08/2024 | 13,39% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 69 921 CHF | 39 961 CHF | 98,40% | 98,40% |
02/08/2024 | 9,82% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 97 137 CHF | 53 568 CHF | 99,06% | 99,06% |
30/07/2024 | 3,02% | 0,30 CHF | 0,31 CHF | 1 000 000 | 500 000 | 1 000 000 | 404 504 | 325 845 CHF | 135 760 CHF | 98,80% | 98,80% |