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 | 12,20% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 77 817 CHF | 43 909 CHF | 99,35% | 99,35% |
14/08/2024 | 13,18% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 70 950 CHF | 40 475 CHF | 99,59% | 99,59% |
13/08/2024 | 14,56% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 64 028 CHF | 37 014 CHF | 99,67% | 99,67% |
12/08/2024 | 13,33% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 70 000 CHF | 40 000 CHF | 99,72% | 99,72% |
09/08/2024 | 13,22% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 70 750 CHF | 40 375 CHF | 99,60% | 99,60% |
08/08/2024 | 15,26% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 60 752 CHF | 35 376 CHF | 99,56% | 99,56% |
07/08/2024 | 15,36% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 60 143 CHF | 35 071 CHF | 99,60% | 99,60% |
06/08/2024 | 16,09% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 57 475 CHF | 33 738 CHF | 98,61% | 98,61% |
02/08/2024 | 13,32% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 70 057 CHF | 40 028 CHF | 99,73% | 99,73% |
30/07/2024 | 9,62% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 99 063 CHF | 54 531 CHF | 99,62% | 99,62% |