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 | 16,05% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 436 098 | 57 660 CHF | 29 343 CHF | 99,53% | 99,53% |
14/08/2024 | 12,87% | 0,06 CHF | 0,07 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 72 944 CHF | 33 178 CHF | 99,61% | 99,61% |
13/08/2024 | 11,90% | 0,07 CHF | 0,08 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 79 139 CHF | 35 656 CHF | 99,77% | 99,77% |
12/08/2024 | 10,43% | 0,09 CHF | 0,10 CHF | 1 000 000 | 400 000 | 993 961 | 393 961 | 90 384 CHF | 39 731 CHF | 99,57% | 99,57% |
09/08/2024 | 9,48% | 0,09 CHF | 0,10 CHF | 1 000 000 | 400 000 | 965 175 | 365 175 | 97 128 CHF | 40 321 CHF | 99,50% | 99,50% |
08/08/2024 | 7,95% | 0,11 CHF | 0,12 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 108 995 CHF | 39 332 CHF | 99,17% | 99,17% |
07/08/2024 | 6,67% | 0,13 CHF | 0,14 CHF | 900 000 | 300 000 | 829 276 | 276 425 | 120 025 CHF | 42 773 CHF | 99,55% | 99,55% |
06/08/2024 | 5,50% | 0,16 CHF | 0,17 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 132 809 CHF | 46 770 CHF | 98,57% | 98,57% |
02/08/2024 | 9,67% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 998 704 | 398 704 | 99 231 CHF | 43 594 CHF | 99,30% | 99,30% |
30/07/2024 | 8,63% | 0,12 CHF | 0,13 CHF | 900 000 | 300 000 | 992 122 | 392 122 | 110 055 CHF | 47 376 CHF | 99,41% | 99,41% |