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 | 12,95% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 72 477 CHF | 41 238 CHF | 98,94% | 98,94% |
14/08/2024 | 13,35% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 69 898 CHF | 39 949 CHF | 97,43% | 97,43% |
13/08/2024 | 13,40% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 69 683 CHF | 39 841 CHF | 99,34% | 99,34% |
12/08/2024 | 11,86% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 79 510 CHF | 44 755 CHF | 98,70% | 98,70% |
09/08/2024 | 11,09% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 85 460 CHF | 47 730 CHF | 98,99% | 98,99% |
08/08/2024 | 11,57% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 81 569 CHF | 45 785 CHF | 98,45% | 98,45% |
07/08/2024 | 10,79% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 87 875 CHF | 48 938 CHF | 99,38% | 99,38% |
06/08/2024 | 9,81% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 455 380 | 97 367 CHF | 48 775 CHF | 98,24% | 98,24% |
02/08/2024 | 7,21% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 134 210 CHF | 72 105 CHF | 99,13% | 99,13% |
30/07/2024 | 2,47% | 0,38 CHF | 0,39 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 400 741 CHF | 164 296 CHF | 98,88% | 98,88% |