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 | 10,86% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 1 000 000 | 467 501 | 88 761 CHF | 45 574 CHF | 96,64% | 96,64% |
14/08/2024 | 13,43% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 70 057 CHF | 40 028 CHF | 97,98% | 97,98% |
13/08/2024 | 15,22% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 60 820 CHF | 35 410 CHF | 99,05% | 99,05% |
12/08/2024 | 13,38% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 69 784 CHF | 39 892 CHF | 97,11% | 97,11% |
09/08/2024 | 12,28% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 76 729 CHF | 43 364 CHF | 98,35% | 98,35% |
08/08/2024 | 10,93% | 0,08 CHF | 0,09 CHF | 1 000 000 | 400 000 | 1 000 000 | 402 201 | 86 726 CHF | 38 888 CHF | 99,07% | 99,07% |
07/08/2024 | 8,91% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 107 486 CHF | 46 994 CHF | 99,30% | 99,30% |
06/08/2024 | 8,26% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 116 579 CHF | 50 632 CHF | 98,22% | 98,22% |
02/08/2024 | 6,84% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 948 688 | 348 688 | 134 645 CHF | 52 573 CHF | 99,27% | 99,27% |
30/07/2024 | 3,19% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 674 480 | 224 827 | 207 623 CHF | 71 456 CHF | 98,52% | 98,52% |