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 | 6,15% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 920 344 | 320 700 | 146 832 CHF | 54 099 CHF | 96,49% | 96,49% |
14/08/2024 | 7,21% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 134 195 CHF | 57 678 CHF | 97,98% | 97,98% |
13/08/2024 | 7,97% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 120 530 CHF | 52 212 CHF | 99,00% | 99,00% |
12/08/2024 | 7,37% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 130 814 CHF | 56 326 CHF | 97,08% | 97,08% |
09/08/2024 | 6,93% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 139 610 CHF | 59 844 CHF | 98,19% | 98,19% |
08/08/2024 | 6,41% | 0,15 CHF | 0,16 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 135 963 CHF | 48 321 CHF | 99,05% | 99,05% |
07/08/2024 | 5,37% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 809 792 | 269 931 | 146 710 CHF | 51 603 CHF | 99,19% | 99,19% |
06/08/2024 | 5,16% | 0,18 CHF | 0,19 CHF | 900 000 | 300 000 | 877 126 | 292 375 | 165 688 CHF | 58 153 CHF | 98,39% | 98,39% |
02/08/2024 | 4,28% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 172 864 CHF | 60 121 CHF | 99,14% | 99,14% |
30/07/2024 | 2,25% | 0,45 CHF | 0,46 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 263 510 CHF | 89 837 CHF | 98,60% | 98,60% |