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 | 14,16% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 66 175 CHF | 38 088 CHF | 97,32% | 97,32% |
14/08/2024 | 11,87% | 0,08 CHF | 0,09 CHF | 1 000 000 | 400 000 | 1 000 000 | 477 789 | 79 388 CHF | 42 680 CHF | 92,61% | 92,61% |
13/08/2024 | 10,38% | 0,09 CHF | 0,10 CHF | 1 000 000 | 400 000 | 1 000 000 | 403 253 | 91 609 CHF | 40 936 CHF | 99,68% | 99,68% |
12/08/2024 | 10,25% | 0,09 CHF | 0,10 CHF | 1 000 000 | 400 000 | 1 000 000 | 401 139 | 92 749 CHF | 41 202 CHF | 97,55% | 97,55% |
09/08/2024 | 8,54% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 112 453 CHF | 48 981 CHF | 99,53% | 99,53% |
08/08/2024 | 6,33% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 927 229 | 327 229 | 142 683 CHF | 53 230 CHF | 99,55% | 99,55% |
07/08/2024 | 7,07% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 981 733 | 381 733 | 134 415 CHF | 55 979 CHF | 99,45% | 99,45% |
06/08/2024 | 4,97% | 0,16 CHF | 0,17 CHF | 900 000 | 300 000 | 702 951 | 235 270 | 136 966 CHF | 48 151 CHF | 99,49% | 99,49% |
02/08/2024 | 8,76% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 984 176 | 384 176 | 110 836 CHF | 46 546 CHF | 99,32% | 99,32% |
30/07/2024 | 12,03% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 78 436 CHF | 44 218 CHF | 99,28% | 99,28% |