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 | 10,55% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 89 822 CHF | 49 911 CHF | 99,53% | 99,53% |
14/08/2024 | 11,17% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 84 820 CHF | 47 410 CHF | 99,52% | 99,52% |
13/08/2024 | 11,09% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 85 465 CHF | 47 733 CHF | 99,58% | 99,58% |
12/08/2024 | 11,80% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 79 746 CHF | 44 873 CHF | 99,47% | 99,47% |
09/08/2024 | 9,82% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 97 203 CHF | 53 601 CHF | 99,60% | 99,60% |
08/08/2024 | 9,69% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 98 423 CHF | 54 212 CHF | 99,50% | 99,50% |
07/08/2024 | 9,56% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 99 658 CHF | 54 829 CHF | 99,05% | 99,05% |
06/08/2024 | 9,40% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 889 347 | 389 347 | 90 333 CHF | 43 493 CHF | 99,11% | 99,11% |
02/08/2024 | 11,00% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 498 268 | 87 408 CHF | 48 483 CHF | 99,48% | 99,48% |
30/07/2024 | 14,06% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 66 446 CHF | 38 223 CHF | 96,22% | 96,22% |