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 | 8,57% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 111 770 CHF | 48 708 CHF | 99,71% | 99,71% |
14/08/2024 | 8,82% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 108 445 CHF | 47 378 CHF | 99,72% | 99,72% |
13/08/2024 | 8,79% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 108 920 CHF | 47 568 CHF | 99,58% | 99,58% |
12/08/2024 | 9,10% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 105 198 CHF | 46 079 CHF | 99,50% | 99,50% |
09/08/2024 | 7,72% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 125 158 CHF | 54 063 CHF | 99,60% | 99,60% |
08/08/2024 | 7,73% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 124 692 CHF | 53 877 CHF | 99,51% | 99,51% |
07/08/2024 | 7,64% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 126 054 CHF | 54 422 CHF | 99,07% | 99,07% |
06/08/2024 | 7,41% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 823 542 | 311 771 | 107 295 CHF | 43 761 CHF | 99,48% | 99,48% |
02/08/2024 | 8,58% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 992 367 | 392 367 | 112 479 CHF | 48 246 CHF | 99,35% | 99,35% |
30/07/2024 | 11,56% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 81 624 CHF | 45 812 CHF | 96,22% | 96,22% |