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 | 6,82% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 141 837 CHF | 60 735 CHF | 99,58% | 99,58% |
14/08/2024 | 7,28% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 132 427 CHF | 56 971 CHF | 99,23% | 99,23% |
13/08/2024 | 6,65% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 145 667 CHF | 62 267 CHF | 99,72% | 99,72% |
12/08/2024 | 6,20% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 156 506 CHF | 66 602 CHF | 99,57% | 99,57% |
09/08/2024 | 6,52% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 148 368 CHF | 63 347 CHF | 91,15% | 91,15% |
08/08/2024 | 7,22% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 133 690 CHF | 57 476 CHF | 99,59% | 99,59% |
07/08/2024 | 8,11% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 423 904 | 118 536 CHF | 54 283 CHF | 99,58% | 99,58% |
06/08/2024 | 7,04% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 806 341 | 303 171 | 110 216 CHF | 44 408 CHF | 90,80% | 90,80% |
02/08/2024 | 7,29% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 132 827 CHF | 57 131 CHF | 99,01% | 99,01% |
30/07/2024 | 7,89% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 1 000 000 | 473 976 | 121 861 CHF | 62 341 CHF | 99,19% | 99,19% |