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 | 19,12% | 0,07 CHF | 0,08 CHF | 900 000 | 300 000 | 971 685 | 436 938 | 48 720 CHF | 25 217 CHF | 96,70% | 96,70% |
14/08/2024 | 25,30% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 35 302 CHF | 22 651 CHF | 98,05% | 98,05% |
13/08/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 30 000 CHF | 20 000 CHF | 99,07% | 99,07% |
12/08/2024 | 26,37% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 33 471 CHF | 21 736 CHF | 97,05% | 97,05% |
09/08/2024 | 20,46% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 44 355 CHF | 27 178 CHF | 98,23% | 98,23% |
08/08/2024 | 15,88% | 0,05 CHF | 0,06 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 58 221 CHF | 27 289 CHF | 99,10% | 99,10% |
07/08/2024 | 11,81% | 0,08 CHF | 0,09 CHF | 900 000 | 300 000 | 948 859 | 348 859 | 75 886 CHF | 31 252 CHF | 99,30% | 99,30% |
06/08/2024 | 10,64% | 0,08 CHF | 0,09 CHF | 1 000 000 | 400 000 | 985 981 | 385 981 | 88 371 CHF | 38 332 CHF | 98,41% | 98,41% |
02/08/2024 | 7,80% | 0,10 CHF | 0,11 CHF | 900 000 | 300 000 | 813 168 | 271 056 | 101 192 CHF | 36 441 CHF | 99,07% | 99,07% |
30/07/2024 | 2,90% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 203 983 CHF | 69 994 CHF | 98,53% | 98,53% |