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 | 11,41% | 0,08 CHF | 0,09 CHF | 1 500 000 | 100 000 | 1 500 000 | 100 000 | 123 974 CHF | 9 265 CHF | 99,27% | 99,27% |
14/08/2024 | 10,15% | 0,09 CHF | 0,10 CHF | 1 500 000 | 100 000 | 1 500 000 | 100 000 | 140 507 CHF | 10 367 CHF | 99,26% | 99,26% |
13/08/2024 | 11,18% | 0,09 CHF | 0,10 CHF | 1 500 000 | 100 000 | 1 500 000 | 100 000 | 126 711 CHF | 9 447 CHF | 99,09% | 99,09% |
12/08/2024 | 11,23% | 0,08 CHF | 0,09 CHF | 1 500 000 | 100 000 | 1 500 000 | 100 000 | 126 111 CHF | 9 407 CHF | 99,27% | 99,27% |
09/08/2024 | 10,69% | 0,09 CHF | 0,10 CHF | 1 500 000 | 100 000 | 1 500 000 | 100 000 | 132 846 CHF | 9 856 CHF | 99,21% | 99,21% |
08/08/2024 | 9,27% | 0,10 CHF | 0,11 CHF | 1 500 000 | 100 000 | 1 328 250 | 100 000 | 136 633 CHF | 11 295 CHF | 99,25% | 99,25% |
07/08/2024 | 8,91% | 0,11 CHF | 0,12 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 107 290 CHF | 11 729 CHF | 99,22% | 99,22% |
06/08/2024 | 9,17% | 0,10 CHF | 0,11 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 104 150 CHF | 11 415 CHF | 98,80% | 98,80% |
02/08/2024 | 7,48% | 0,12 CHF | 0,13 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 129 077 CHF | 13 908 CHF | 98,28% | 98,28% |
31/07/2024 | 5,91% | 0,16 CHF | 0,17 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 164 555 CHF | 17 456 CHF | 38,88% | 38,88% |