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 | 8,68% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 110 180 CHF | 60 090 CHF | 94,73% | 94,73% |
14/08/2024 | 8,86% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 108 051 CHF | 59 026 CHF | 99,03% | 99,03% |
13/08/2024 | 9,45% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 100 839 CHF | 55 419 CHF | 99,20% | 99,20% |
12/08/2024 | 8,78% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 108 958 CHF | 59 479 CHF | 98,63% | 98,63% |
09/08/2024 | 6,26% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 1 000 000 | 415 549 | 156 493 CHF | 68 674 CHF | 99,26% | 99,26% |
08/08/2024 | 6,73% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 143 997 CHF | 61 599 CHF | 98,33% | 98,33% |
07/08/2024 | 6,44% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 150 289 CHF | 64 116 CHF | 94,04% | 94,04% |
06/08/2024 | 5,76% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 822 504 | 311 252 | 138 790 CHF | 55 646 CHF | 98,89% | 98,89% |
02/08/2024 | 5,47% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 178 319 CHF | 75 327 CHF | 97,14% | 97,14% |
30/07/2024 | 5,12% | 0,19 CHF | 0,20 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 190 523 CHF | 80 209 CHF | 96,69% | 96,69% |