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 | 6,98% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 401 632 | 138 420 CHF | 59 596 CHF | 99,43% | 99,43% |
14/08/2024 | 7,09% | 0,13 CHF | 0,14 CHF | 1 000 000 | 500 000 | 1 000 000 | 421 000 | 136 598 CHF | 61 398 CHF | 96,86% | 96,86% |
13/08/2024 | 6,99% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 025 | 138 309 CHF | 59 327 CHF | 99,64% | 99,64% |
12/08/2024 | 6,17% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 157 563 CHF | 67 025 CHF | 99,60% | 99,60% |
09/08/2024 | 6,56% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 147 564 CHF | 63 026 CHF | 98,69% | 98,69% |
08/08/2024 | 7,30% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 1 000 000 | 401 094 | 132 069 CHF | 56 981 CHF | 99,10% | 99,10% |
07/08/2024 | 7,41% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 1 000 000 | 428 802 | 130 228 CHF | 59 972 CHF | 99,48% | 99,48% |
06/08/2024 | 6,86% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 823 045 | 312 776 | 115 469 CHF | 46 921 CHF | 99,23% | 99,23% |
02/08/2024 | 6,71% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 144 655 CHF | 61 862 CHF | 99,34% | 99,34% |
30/07/2024 | 3,57% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 772 343 | 260 986 | 221 018 CHF | 76 827 CHF | 97,84% | 97,84% |