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 | 9,21% | 0,13 CHF | 0,14 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 104 164 CHF | 57 082 CHF | 98,77% | 98,77% |
14/08/2024 | 9,47% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 100 628 CHF | 55 314 CHF | 97,63% | 97,63% |
13/08/2024 | 9,55% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 99 693 CHF | 54 846 CHF | 99,35% | 99,35% |
12/08/2024 | 8,16% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 117 704 CHF | 63 852 CHF | 98,58% | 98,58% |
09/08/2024 | 8,14% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 117 937 CHF | 63 969 CHF | 99,02% | 99,02% |
08/08/2024 | 8,53% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 112 348 CHF | 61 174 CHF | 98,49% | 98,49% |
07/08/2024 | 7,99% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 120 119 CHF | 65 059 CHF | 99,31% | 99,31% |
06/08/2024 | 7,19% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 454 809 | 134 663 CHF | 65 719 CHF | 97,15% | 97,15% |
02/08/2024 | 5,38% | 0,16 CHF | 0,17 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 181 772 CHF | 95 886 CHF | 99,10% | 99,10% |
30/07/2024 | 2,03% | 0,46 CHF | 0,47 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 487 458 CHF | 198 983 CHF | 98,83% | 98,83% |