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 | 10,68% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 88 756 CHF | 49 378 CHF | 99,51% | 99,51% |
14/08/2024 | 10,11% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 94 928 CHF | 52 464 CHF | 96,78% | 96,78% |
13/08/2024 | 9,98% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 95 442 CHF | 52 721 CHF | 99,66% | 99,66% |
12/08/2024 | 9,65% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 98 760 CHF | 54 380 CHF | 99,53% | 99,53% |
09/08/2024 | 9,71% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 98 192 CHF | 54 096 CHF | 98,53% | 98,53% |
08/08/2024 | 10,43% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 90 988 CHF | 50 494 CHF | 99,25% | 99,25% |
07/08/2024 | 10,96% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 86 497 CHF | 48 248 CHF | 99,49% | 99,49% |
06/08/2024 | 9,48% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 882 786 | 387 501 | 88 552 CHF | 42 548 CHF | 99,64% | 99,64% |
02/08/2024 | 9,29% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 482 280 | 103 115 CHF | 54 310 CHF | 99,27% | 99,27% |
30/07/2024 | 4,47% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 804 294 | 277 258 | 187 162 CHF | 66 310 CHF | 97,83% | 97,83% |