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 | 6,45% | 0,17 CHF | 0,18 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 150 367 CHF | 16 037 CHF | 99,26% | 99,26% |
14/08/2024 | 6,57% | 0,15 CHF | 0,16 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 147 601 CHF | 15 760 CHF | 99,27% | 99,27% |
13/08/2024 | 7,58% | 0,12 CHF | 0,13 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 127 229 CHF | 13 723 CHF | 99,08% | 99,08% |
12/08/2024 | 6,75% | 0,15 CHF | 0,16 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 143 175 CHF | 15 318 CHF | 99,27% | 99,27% |
09/08/2024 | 7,51% | 0,13 CHF | 0,14 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 128 122 CHF | 13 812 CHF | 99,21% | 99,21% |
08/08/2024 | 7,88% | 0,12 CHF | 0,13 CHF | 1 000 000 | 100 000 | 757 650 | 100 000 | 92 090 CHF | 13 195 CHF | 99,27% | 99,27% |
07/08/2024 | 6,84% | 0,14 CHF | 0,15 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 42 381 CHF | 15 127 CHF | 99,22% | 99,22% |
06/08/2024 | 6,70% | 0,14 CHF | 0,15 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 43 491 CHF | 15 497 CHF | 98,78% | 98,78% |
02/08/2024 | 5,11% | 0,17 CHF | 0,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 57 298 CHF | 20 099 CHF | 78,96% | 78,96% |
30/07/2024 | 4,01% | 0,25 CHF | 0,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 73 447 CHF | 25 482 CHF | 99,27% | 99,27% |