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 | 5,65% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 172 137 CHF | 72 855 CHF | 94,82% | 94,82% |
14/08/2024 | 5,71% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 170 499 CHF | 72 199 CHF | 99,17% | 99,17% |
13/08/2024 | 6,06% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 160 230 CHF | 68 092 CHF | 99,20% | 99,20% |
12/08/2024 | 5,76% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 168 565 CHF | 71 426 CHF | 98,63% | 98,63% |
09/08/2024 | 4,30% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 918 255 | 318 255 | 210 037 CHF | 75 471 CHF | 99,15% | 99,15% |
08/08/2024 | 4,70% | 0,23 CHF | 0,24 CHF | 900 000 | 300 000 | 900 267 | 300 267 | 187 368 CHF | 65 494 CHF | 98,26% | 98,26% |
07/08/2024 | 4,53% | 0,22 CHF | 0,23 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 194 366 CHF | 67 789 CHF | 94,02% | 94,02% |
06/08/2024 | 4,10% | 0,23 CHF | 0,24 CHF | 900 000 | 300 000 | 701 202 | 233 734 | 167 572 CHF | 58 195 CHF | 99,33% | 99,33% |
02/08/2024 | 3,84% | 0,25 CHF | 0,26 CHF | 900 000 | 300 000 | 882 852 | 294 284 | 225 693 CHF | 78 174 CHF | 97,05% | 97,05% |
30/07/2024 | 3,63% | 0,27 CHF | 0,28 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 243 684 CHF | 84 228 CHF | 97,62% | 97,62% |