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 | 7,32% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 131 828 CHF | 56 731 CHF | 98,50% | 98,50% |
14/08/2024 | 6,46% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 418 635 | 155 651 CHF | 68 540 CHF | 98,37% | 98,37% |
13/08/2024 | 4,66% | 0,21 CHF | 0,22 CHF | 900 000 | 300 000 | 912 156 | 312 156 | 191 183 CHF | 68 471 CHF | 98,60% | 98,60% |
12/08/2024 | 4,97% | 0,21 CHF | 0,22 CHF | 900 000 | 300 000 | 987 689 | 387 689 | 193 773 CHF | 79 883 CHF | 94,39% | 94,39% |
09/08/2024 | 4,93% | 0,19 CHF | 0,20 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 198 207 CHF | 83 283 CHF | 96,33% | 96,33% |
08/08/2024 | 5,26% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 948 234 | 348 234 | 175 530 CHF | 67 783 CHF | 97,83% | 97,83% |
07/08/2024 | 5,39% | 0,20 CHF | 0,21 CHF | 900 000 | 300 000 | 959 598 | 359 598 | 173 662 CHF | 68 302 CHF | 98,65% | 98,65% |
06/08/2024 | 6,25% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 155 185 CHF | 66 074 CHF | 98,16% | 98,16% |
02/08/2024 | 4,59% | 0,19 CHF | 0,20 CHF | 1 000 000 | 400 000 | 873 726 | 292 697 | 187 270 CHF | 65 626 CHF | 97,95% | 97,95% |
30/07/2024 | 3,20% | 0,31 CHF | 0,32 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 230 536 CHF | 79 346 CHF | 96,66% | 96,66% |