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 | 11,99% | 0,08 CHF | 0,09 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 117 825 CHF | 13 283 CHF | 99,27% | 99,27% |
14/08/2024 | 11,79% | 0,08 CHF | 0,09 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 119 721 CHF | 13 472 CHF | 99,27% | 99,27% |
13/08/2024 | 12,11% | 0,08 CHF | 0,09 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 117 127 CHF | 13 213 CHF | 99,18% | 99,18% |
12/08/2024 | 11,19% | 0,09 CHF | 0,10 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 126 952 CHF | 14 195 CHF | 99,27% | 99,27% |
09/08/2024 | 10,71% | 0,09 CHF | 0,10 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 132 877 CHF | 14 788 CHF | 99,23% | 99,23% |
08/08/2024 | 11,13% | 0,09 CHF | 0,10 CHF | 1 500 000 | 150 000 | 1 160 760 | 150 000 | 101 471 CHF | 14 306 CHF | 99,27% | 99,27% |
07/08/2024 | 10,67% | 0,09 CHF | 0,10 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 39 992 CHF | 14 831 CHF | 98,91% | 98,91% |
06/08/2024 | 12,88% | 0,07 CHF | 0,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 32 819 CHF | 12 440 CHF | 98,72% | 98,72% |
02/08/2024 | 10,08% | 0,08 CHF | 0,09 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 42 495 CHF | 15 665 CHF | 97,97% | 97,97% |
31/07/2024 | 8,77% | 0,12 CHF | 0,13 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 49 304 CHF | 17 935 CHF | 37,91% | 37,91% |