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 | 7,25% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 1 000 000 | 403 088 | 133 175 CHF | 57 688 CHF | 98,56% | 98,56% |
14/08/2024 | 7,53% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 1 000 000 | 429 340 | 128 004 CHF | 59 110 CHF | 98,53% | 98,53% |
13/08/2024 | 7,56% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 472 528 | 127 505 CHF | 64 907 CHF | 98,66% | 98,66% |
12/08/2024 | 7,38% | 0,13 CHF | 0,14 CHF | 1 000 000 | 500 000 | 1 000 000 | 416 523 | 130 539 CHF | 58 529 CHF | 98,05% | 98,05% |
09/08/2024 | 7,07% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 402 569 | 136 524 CHF | 58 969 CHF | 96,41% | 96,41% |
08/08/2024 | 7,51% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 1 000 000 | 413 753 | 128 359 CHF | 57 131 CHF | 98,74% | 98,74% |
07/08/2024 | 6,89% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 140 308 CHF | 60 123 CHF | 98,86% | 98,86% |
06/08/2024 | 7,98% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 1 000 000 | 495 421 | 120 406 CHF | 64 553 CHF | 98,08% | 98,08% |
02/08/2024 | 6,41% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 151 118 CHF | 64 447 CHF | 99,11% | 99,11% |
30/07/2024 | 5,04% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 986 249 | 386 249 | 190 744 CHF | 78 497 CHF | 98,92% | 98,92% |