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 | 12,24% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 76 970 CHF | 43 485 CHF | 99,55% | 99,55% |
14/08/2024 | 11,41% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 82 884 CHF | 46 442 CHF | 99,49% | 99,49% |
13/08/2024 | 10,04% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 94 828 CHF | 52 414 CHF | 99,56% | 99,56% |
12/08/2024 | 10,20% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 93 248 CHF | 51 624 CHF | 99,51% | 99,51% |
09/08/2024 | 9,73% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 98 016 CHF | 54 008 CHF | 99,56% | 99,56% |
08/08/2024 | 8,97% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 106 643 CHF | 58 322 CHF | 99,58% | 99,58% |
07/08/2024 | 9,54% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 100 361 CHF | 55 181 CHF | 99,57% | 99,57% |
06/08/2024 | 7,52% | 0,13 CHF | 0,14 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 128 215 CHF | 69 108 CHF | 98,78% | 98,78% |
02/08/2024 | 10,38% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 91 926 CHF | 50 963 CHF | 99,50% | 99,50% |
30/07/2024 | 18,66% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 48 826 CHF | 29 413 CHF | 99,59% | 99,59% |