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 | 5,97% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 162 922 CHF | 69 169 CHF | 98,10% | 98,10% |
14/08/2024 | 6,45% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 150 117 CHF | 64 047 CHF | 99,45% | 99,45% |
13/08/2024 | 6,13% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 1 000 000 | 399 998 | 158 099 CHF | 67 239 CHF | 94,93% | 94,93% |
12/08/2024 | 5,84% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 166 270 CHF | 70 508 CHF | 99,56% | 99,56% |
09/08/2024 | 5,94% | 0,15 CHF | 0,16 CHF | 1 000 000 | 500 000 | 1 000 000 | 418 950 | 163 789 CHF | 72 548 CHF | 99,15% | 99,15% |
08/08/2024 | 5,98% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 162 532 CHF | 69 013 CHF | 99,75% | 99,75% |
07/08/2024 | 4,27% | 0,20 CHF | 0,21 CHF | 1 000 000 | 400 000 | 999 324 | 399 324 | 232 238 CHF | 96 778 CHF | 96,70% | 96,70% |
06/08/2024 | 4,28% | 0,23 CHF | 0,24 CHF | 1 000 000 | 400 000 | 823 607 | 311 804 | 188 423 CHF | 74 472 CHF | 99,56% | 99,56% |
02/08/2024 | 3,74% | 0,24 CHF | 0,25 CHF | 1 000 000 | 400 000 | 918 990 | 318 990 | 240 891 CHF | 86 581 CHF | 99,53% | 99,53% |
30/07/2024 | 3,63% | 0,28 CHF | 0,29 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 243 836 CHF | 84 279 CHF | 99,40% | 99,40% |