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 | 12,54% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 75 036 CHF | 42 518 CHF | 98,31% | 98,31% |
14/08/2024 | 10,82% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 92 434 CHF | 51 217 CHF | 98,58% | 98,58% |
13/08/2024 | 7,33% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 419 158 | 131 609 CHF | 59 314 CHF | 98,63% | 98,63% |
12/08/2024 | 7,87% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 496 483 | 122 167 CHF | 65 591 CHF | 94,62% | 94,62% |
09/08/2024 | 7,61% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 126 536 CHF | 68 268 CHF | 96,39% | 96,39% |
08/08/2024 | 8,30% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 475 342 | 115 616 CHF | 59 602 CHF | 98,02% | 98,02% |
07/08/2024 | 8,53% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 465 446 | 113 089 CHF | 56 920 CHF | 98,72% | 98,72% |
06/08/2024 | 10,13% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 93 950 CHF | 51 975 CHF | 97,85% | 97,85% |
02/08/2024 | 7,14% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 997 216 | 407 135 | 137 196 CHF | 59 827 CHF | 97,96% | 97,96% |
30/07/2024 | 4,77% | 0,21 CHF | 0,22 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 184 474 CHF | 64 491 CHF | 96,64% | 96,64% |