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 | 7,30% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 132 871 CHF | 71 435 CHF | 99,54% | 99,54% |
14/08/2024 | 6,21% | 0,15 CHF | 0,16 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 156 426 CHF | 83 213 CHF | 99,59% | 99,59% |
13/08/2024 | 5,45% | 0,17 CHF | 0,18 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 178 538 CHF | 94 269 CHF | 99,60% | 99,60% |
12/08/2024 | 5,25% | 0,18 CHF | 0,19 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 185 719 CHF | 97 860 CHF | 99,53% | 99,53% |
09/08/2024 | 5,09% | 0,20 CHF | 0,21 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 191 886 CHF | 100 943 CHF | 99,56% | 99,56% |
08/08/2024 | 4,58% | 0,20 CHF | 0,21 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 214 175 CHF | 112 088 CHF | 99,55% | 99,55% |
07/08/2024 | 5,11% | 0,18 CHF | 0,19 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 191 255 CHF | 100 628 CHF | 99,60% | 99,60% |
06/08/2024 | 4,09% | 0,22 CHF | 0,23 CHF | 1 000 000 | 500 000 | 1 000 000 | 433 370 | 239 703 CHF | 107 921 CHF | 98,76% | 98,76% |
02/08/2024 | 4,30% | 0,29 CHF | 0,30 CHF | 1 000 000 | 400 000 | 1 000 000 | 437 947 | 230 932 CHF | 104 485 CHF | 99,44% | 99,44% |
30/07/2024 | 7,33% | 0,15 CHF | 0,16 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 131 520 CHF | 70 760 CHF | 99,58% | 99,58% |