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 | 7,40% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 130 215 CHF | 56 086 CHF | 99,71% | 99,71% |
14/08/2024 | 8,00% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 1 000 000 | 423 270 | 120 000 CHF | 55 025 CHF | 99,44% | 99,44% |
13/08/2024 | 7,85% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 1 000 000 | 432 633 | 122 515 CHF | 57 248 CHF | 99,56% | 99,56% |
12/08/2024 | 8,03% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 1 000 000 | 499 457 | 119 594 CHF | 64 726 CHF | 99,55% | 99,55% |
09/08/2024 | 7,05% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 1 000 000 | 409 636 | 137 073 CHF | 60 094 CHF | 99,63% | 99,63% |
08/08/2024 | 7,02% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 1 000 000 | 403 572 | 137 737 CHF | 59 595 CHF | 99,36% | 99,36% |
07/08/2024 | 6,90% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 515 | 140 070 CHF | 60 100 CHF | 98,83% | 98,83% |
06/08/2024 | 6,83% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 822 572 | 311 286 | 116 514 CHF | 47 230 CHF | 98,97% | 98,97% |
02/08/2024 | 7,64% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 1 000 000 | 475 859 | 127 123 CHF | 64 723 CHF | 99,43% | 99,43% |
30/07/2024 | 9,45% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 100 864 CHF | 55 432 CHF | 96,22% | 96,22% |