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 | 12,24% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 77 747 CHF | 35 099 CHF | 98,09% | 98,09% |
14/08/2024 | 13,38% | 0,07 CHF | 0,08 CHF | 1 000 000 | 400 000 | 1 000 000 | 402 870 | 69 782 CHF | 32 142 CHF | 99,49% | 99,49% |
13/08/2024 | 12,29% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 412 101 | 76 644 CHF | 35 626 CHF | 94,99% | 94,99% |
12/08/2024 | 11,81% | 0,08 CHF | 0,09 CHF | 1 000 000 | 400 000 | 1 000 000 | 401 953 | 79 803 CHF | 36 077 CHF | 99,56% | 99,56% |
09/08/2024 | 11,46% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 422 743 | 82 983 CHF | 39 038 CHF | 99,22% | 99,22% |
08/08/2024 | 11,31% | 0,08 CHF | 0,09 CHF | 1 000 000 | 400 000 | 1 000 000 | 406 730 | 83 884 CHF | 38 093 CHF | 99,59% | 99,59% |
07/08/2024 | 6,13% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 948 971 | 348 971 | 153 518 CHF | 59 140 CHF | 96,89% | 96,89% |
06/08/2024 | 5,94% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 823 464 | 311 732 | 134 592 CHF | 54 071 CHF | 99,46% | 99,46% |
02/08/2024 | 4,76% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 909 866 | 309 866 | 186 776 CHF | 66 550 CHF | 99,57% | 99,57% |
30/07/2024 | 4,61% | 0,22 CHF | 0,23 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 190 985 CHF | 66 662 CHF | 99,42% | 99,42% |