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 | 7,57% | 0,12 CHF | 0,13 CHF | 1 000 000 | 75 000 | 1 000 000 | 76 908 | 127 229 CHF | 10 540 CHF | 99,15% | 99,15% |
14/08/2024 | 8,39% | 0,12 CHF | 0,13 CHF | 1 000 000 | 75 000 | 1 000 000 | 91 878 | 114 343 CHF | 11 375 CHF | 97,44% | 97,44% |
13/08/2024 | 9,22% | 0,11 CHF | 0,12 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 103 628 CHF | 11 363 CHF | 99,16% | 99,16% |
12/08/2024 | 9,41% | 0,10 CHF | 0,11 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 101 390 CHF | 11 139 CHF | 99,16% | 99,16% |
09/08/2024 | 8,78% | 0,11 CHF | 0,12 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 108 952 CHF | 11 895 CHF | 99,16% | 99,16% |
08/08/2024 | 10,19% | 0,09 CHF | 0,10 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 93 496 CHF | 10 350 CHF | 99,16% | 99,16% |
07/08/2024 | 10,68% | 0,10 CHF | 0,11 CHF | 1 000 000 | 100 000 | 1 000 000 | 106 443 | 89 103 CHF | 10 504 CHF | 99,16% | 99,16% |
06/08/2024 | 12,75% | 0,08 CHF | 0,09 CHF | 1 000 000 | 150 000 | 1 000 000 | 150 000 | 73 956 CHF | 12 593 CHF | 99,16% | 99,16% |
02/08/2024 | 9,71% | 0,12 CHF | 0,13 CHF | 1 000 000 | 100 000 | 1 000 000 | 103 141 | 99 273 CHF | 11 190 CHF | 97,07% | 97,07% |
31/07/2024 | 12,02% | 0,07 CHF | 0,08 CHF | 1 000 000 | 150 000 | 1 000 000 | 120 467 | 78 500 CHF | 10 583 CHF | 38,10% | 38,10% |