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 | 8,62% | 0,11 CHF | 0,12 CHF | 1 000 000 | 150 000 | 1 000 000 | 150 000 | 111 141 CHF | 18 171 CHF | 99,27% | 99,27% |
14/08/2024 | 8,59% | 0,11 CHF | 0,12 CHF | 1 000 000 | 150 000 | 1 000 000 | 150 000 | 111 488 CHF | 18 223 CHF | 99,27% | 99,27% |
13/08/2024 | 8,64% | 0,11 CHF | 0,12 CHF | 1 000 000 | 150 000 | 1 000 000 | 150 000 | 111 231 CHF | 18 185 CHF | 99,17% | 99,17% |
12/08/2024 | 8,09% | 0,12 CHF | 0,13 CHF | 1 000 000 | 150 000 | 1 000 000 | 150 000 | 118 916 CHF | 19 337 CHF | 99,27% | 99,27% |
09/08/2024 | 8,12% | 0,12 CHF | 0,13 CHF | 1 000 000 | 150 000 | 1 000 000 | 150 000 | 118 349 CHF | 19 252 CHF | 99,23% | 99,23% |
08/08/2024 | 8,24% | 0,12 CHF | 0,13 CHF | 1 000 000 | 150 000 | 822 174 | 150 000 | 96 961 CHF | 18 992 CHF | 99,27% | 99,27% |
07/08/2024 | 8,17% | 0,12 CHF | 0,13 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 52 914 CHF | 19 138 CHF | 98,91% | 98,91% |
06/08/2024 | 9,60% | 0,10 CHF | 0,11 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 44 859 CHF | 16 453 CHF | 98,72% | 98,72% |
02/08/2024 | 8,07% | 0,11 CHF | 0,12 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 53 587 CHF | 19 362 CHF | 97,96% | 97,96% |
31/07/2024 | 7,20% | 0,14 CHF | 0,15 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 60 364 CHF | 21 621 CHF | 37,90% | 37,90% |