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 | 6,82% | 0,15 CHF | 0,16 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 212 516 CHF | 22 752 CHF | 99,27% | 99,27% |
14/08/2024 | 7,40% | 0,13 CHF | 0,14 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 195 397 CHF | 21 040 CHF | 99,27% | 99,27% |
13/08/2024 | 7,80% | 0,13 CHF | 0,14 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 185 165 CHF | 20 017 CHF | 99,17% | 99,17% |
12/08/2024 | 7,63% | 0,13 CHF | 0,14 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 189 288 CHF | 20 429 CHF | 99,27% | 99,27% |
09/08/2024 | 7,64% | 0,12 CHF | 0,13 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 189 161 CHF | 20 416 CHF | 99,23% | 99,23% |
08/08/2024 | 8,89% | 0,11 CHF | 0,12 CHF | 1 500 000 | 150 000 | 1 346 590 | 150 000 | 145 735 CHF | 17 690 CHF | 99,27% | 99,27% |
07/08/2024 | 7,64% | 0,13 CHF | 0,14 CHF | 1 000 000 | 150 000 | 1 000 000 | 150 000 | 126 208 CHF | 20 431 CHF | 99,17% | 99,17% |
06/08/2024 | 7,71% | 0,12 CHF | 0,13 CHF | 1 000 000 | 150 000 | 1 000 000 | 150 000 | 125 177 CHF | 20 277 CHF | 98,71% | 98,71% |
02/08/2024 | 6,55% | 0,13 CHF | 0,14 CHF | 1 000 000 | 150 000 | 1 000 000 | 150 000 | 149 073 CHF | 23 861 CHF | 97,89% | 97,89% |
31/07/2024 | 4,08% | 0,24 CHF | 0,25 CHF | 1 000 000 | 150 000 | 1 000 000 | 121 586 | 240 599 CHF | 30 217 CHF | 37,85% | 37,85% |