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 | 9,03% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 467 253 | 106 489 CHF | 54 008 CHF | 97,78% | 97,78% |
14/08/2024 | 9,20% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 103 998 CHF | 56 999 CHF | 99,03% | 99,03% |
13/08/2024 | 9,29% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 498 456 | 102 779 CHF | 56 198 CHF | 98,89% | 98,89% |
12/08/2024 | 8,14% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 419 714 | 117 987 CHF | 53 561 CHF | 98,56% | 98,56% |
09/08/2024 | 7,59% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 127 013 CHF | 54 805 CHF | 98,81% | 98,81% |
08/08/2024 | 7,85% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 122 526 CHF | 53 011 CHF | 98,90% | 98,90% |
07/08/2024 | 6,73% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 143 740 CHF | 61 496 CHF | 98,95% | 98,95% |
06/08/2024 | 7,86% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 122 532 CHF | 53 013 CHF | 97,91% | 97,91% |
02/08/2024 | 5,19% | 0,17 CHF | 0,18 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 169 110 CHF | 59 370 CHF | 99,17% | 99,17% |
30/07/2024 | 3,12% | 0,31 CHF | 0,32 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 236 974 CHF | 81 491 CHF | 94,02% | 94,02% |