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 | 14,58% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 64 104 CHF | 37 052 CHF | 98,09% | 98,09% |
14/08/2024 | 15,38% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 60 000 CHF | 35 000 CHF | 99,50% | 99,50% |
13/08/2024 | 13,72% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 68 095 CHF | 39 047 CHF | 95,03% | 95,03% |
12/08/2024 | 13,33% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 70 018 CHF | 40 009 CHF | 99,56% | 99,56% |
09/08/2024 | 12,92% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 72 976 CHF | 41 488 CHF | 99,34% | 99,34% |
08/08/2024 | 12,66% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 74 318 CHF | 42 159 CHF | 99,60% | 99,60% |
07/08/2024 | 7,97% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 499 923 | 123 762 CHF | 66 867 CHF | 96,90% | 96,90% |
06/08/2024 | 7,60% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 889 662 | 389 662 | 112 887 CHF | 53 357 CHF | 99,46% | 99,46% |
02/08/2024 | 6,72% | 0,13 CHF | 0,14 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 144 236 CHF | 77 118 CHF | 99,49% | 99,49% |
30/07/2024 | 6,49% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 1 000 000 | 416 752 | 149 309 CHF | 66 236 CHF | 99,42% | 99,42% |