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 | 6,24% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 1 000 000 | 409 800 | 155 616 CHF | 67 728 CHF | 99,55% | 99,55% |
14/08/2024 | 5,81% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 167 219 CHF | 70 888 CHF | 99,74% | 99,74% |
13/08/2024 | 5,39% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 180 490 CHF | 76 196 CHF | 99,58% | 99,58% |
12/08/2024 | 5,39% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 180 675 CHF | 76 270 CHF | 99,48% | 99,48% |
09/08/2024 | 5,33% | 0,19 CHF | 0,20 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 182 972 CHF | 77 189 CHF | 99,56% | 99,56% |
08/08/2024 | 4,95% | 0,19 CHF | 0,20 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 197 400 CHF | 82 960 CHF | 99,75% | 99,75% |
07/08/2024 | 5,21% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 187 653 CHF | 79 061 CHF | 99,62% | 99,62% |
06/08/2024 | 4,29% | 0,23 CHF | 0,24 CHF | 900 000 | 300 000 | 962 856 | 362 856 | 219 641 CHF | 86 274 CHF | 98,59% | 98,59% |
02/08/2024 | 5,53% | 0,20 CHF | 0,21 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 176 272 CHF | 74 509 CHF | 99,40% | 99,40% |
30/07/2024 | 9,65% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 98 717 CHF | 54 359 CHF | 99,59% | 99,59% |