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 | 6,16% | 0,18 CHF | 0,19 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 158 282 CHF | 84 141 CHF | 98,39% | 98,39% |
14/08/2024 | 6,54% | 0,14 CHF | 0,15 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 148 045 CHF | 79 022 CHF | 99,14% | 99,14% |
13/08/2024 | 6,84% | 0,14 CHF | 0,15 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 141 268 CHF | 75 634 CHF | 98,89% | 98,89% |
12/08/2024 | 6,42% | 0,15 CHF | 0,16 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 150 880 CHF | 80 440 CHF | 98,85% | 98,85% |
09/08/2024 | 5,85% | 0,16 CHF | 0,17 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 166 293 CHF | 88 147 CHF | 98,96% | 98,96% |
08/08/2024 | 6,40% | 0,16 CHF | 0,17 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 151 248 CHF | 80 624 CHF | 98,85% | 98,85% |
07/08/2024 | 5,86% | 0,16 CHF | 0,17 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 166 144 CHF | 88 072 CHF | 98,94% | 98,94% |
06/08/2024 | 6,30% | 0,15 CHF | 0,16 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 154 012 CHF | 82 006 CHF | 97,88% | 97,88% |
02/08/2024 | 6,22% | 0,14 CHF | 0,15 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 156 399 CHF | 83 199 CHF | 99,02% | 99,02% |
30/07/2024 | 4,74% | 0,20 CHF | 0,21 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 206 126 CHF | 86 451 CHF | 99,09% | 99,09% |