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 | 5,62% | 0,17 CHF | 0,18 CHF | 900 000 | 300 000 | 920 964 | 320 964 | 159 363 CHF | 58 674 CHF | 93,83% | 93,83% |
14/08/2024 | 5,62% | 0,17 CHF | 0,18 CHF | 900 000 | 300 000 | 925 910 | 325 910 | 160 169 CHF | 59 585 CHF | 93,25% | 93,25% |
13/08/2024 | 5,31% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 906 380 | 306 380 | 166 196 CHF | 59 228 CHF | 99,27% | 99,27% |
12/08/2024 | 5,48% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 972 779 | 372 779 | 172 542 CHF | 69 802 CHF | 95,10% | 95,10% |
09/08/2024 | 5,69% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 171 015 CHF | 72 406 CHF | 95,25% | 95,25% |
08/08/2024 | 5,49% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 177 271 CHF | 74 908 CHF | 99,10% | 99,10% |
07/08/2024 | 5,63% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 172 787 CHF | 73 115 CHF | 99,19% | 99,19% |
06/08/2024 | 5,07% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 985 329 | 385 329 | 189 514 CHF | 77 898 CHF | 98,59% | 98,59% |
02/08/2024 | 8,01% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 1 000 000 | 492 595 | 120 096 CHF | 64 010 CHF | 99,51% | 99,51% |
30/07/2024 | 5,47% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 990 574 | 390 574 | 176 163 CHF | 73 317 CHF | 98,64% | 98,64% |