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 | 10,53% | 0,09 CHF | 0,10 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 135 000 CHF | 15 000 CHF | 99,27% | 99,27% |
14/08/2024 | 10,30% | 0,09 CHF | 0,10 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 138 423 CHF | 15 342 CHF | 99,27% | 99,27% |
13/08/2024 | 11,03% | 0,09 CHF | 0,10 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 129 074 CHF | 14 407 CHF | 99,18% | 99,18% |
12/08/2024 | 10,15% | 0,10 CHF | 0,11 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 140 646 CHF | 15 565 CHF | 99,27% | 99,27% |
09/08/2024 | 10,14% | 0,09 CHF | 0,10 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 140 735 CHF | 15 574 CHF | 99,23% | 99,23% |
08/08/2024 | 10,32% | 0,10 CHF | 0,11 CHF | 1 500 000 | 150 000 | 1 338 230 | 150 000 | 124 092 CHF | 15 331 CHF | 99,26% | 99,26% |
07/08/2024 | 10,99% | 0,09 CHF | 0,10 CHF | 1 000 000 | 150 000 | 1 000 000 | 150 000 | 86 525 CHF | 14 479 CHF | 98,91% | 98,91% |
06/08/2024 | 13,13% | 0,07 CHF | 0,08 CHF | 1 000 000 | 150 000 | 1 000 000 | 150 000 | 71 773 CHF | 12 266 CHF | 98,71% | 98,71% |
02/08/2024 | 9,53% | 0,09 CHF | 0,10 CHF | 1 000 000 | 150 000 | 1 000 000 | 150 000 | 100 364 CHF | 16 555 CHF | 97,97% | 97,97% |
31/07/2024 | 8,53% | 0,11 CHF | 0,12 CHF | 1 000 000 | 150 000 | 1 000 000 | 150 000 | 112 404 CHF | 18 361 CHF | 37,90% | 37,90% |