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 | 8,81% | 0,11 CHF | 0,12 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 162 946 CHF | 23 726 CHF | 99,26% | 99,26% |
14/08/2024 | 9,48% | 0,10 CHF | 0,11 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 150 711 CHF | 22 095 CHF | 99,27% | 99,27% |
13/08/2024 | 8,33% | 0,11 CHF | 0,12 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 172 835 CHF | 25 045 CHF | 99,08% | 99,08% |
12/08/2024 | 8,92% | 0,10 CHF | 0,11 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 161 017 CHF | 23 469 CHF | 99,27% | 99,27% |
09/08/2024 | 8,83% | 0,11 CHF | 0,12 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 162 701 CHF | 23 694 CHF | 99,16% | 99,16% |
08/08/2024 | 7,27% | 0,12 CHF | 0,13 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 199 687 CHF | 28 625 CHF | 99,27% | 99,27% |
07/08/2024 | 7,55% | 0,11 CHF | 0,12 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 192 080 CHF | 27 611 CHF | 99,22% | 99,22% |
06/08/2024 | 6,31% | 0,15 CHF | 0,16 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 230 409 CHF | 32 721 CHF | 98,80% | 98,80% |
02/08/2024 | 7,87% | 0,15 CHF | 0,16 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 184 296 CHF | 26 573 CHF | 98,28% | 98,28% |
31/07/2024 | 10,03% | 0,09 CHF | 0,10 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 142 489 CHF | 20 999 CHF | 38,90% | 38,90% |