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 | 8,35% | 0,12 CHF | 0,13 CHF | 500 000 | 500 000 | 490 065 | 490 065 | 56 343 CHF | 61 243 CHF | 83,76% | 83,76% |
14/08/2024 | 9,51% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 486 408 | 486 408 | 48 759 CHF | 53 623 CHF | 98,68% | 98,68% |
13/08/2024 | 11,05% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 42 889 CHF | 47 889 CHF | 96,65% | 96,65% |
12/08/2024 | - | 0,09 CHF | 0,10 CHF | 250 000 | 250 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
09/08/2024 | 11,08% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 42 782 CHF | 47 782 CHF | 78,60% | 78,60% |
08/08/2024 | 12,88% | 0,08 CHF | 0,09 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 36 457 CHF | 41 457 CHF | 97,81% | 97,81% |
07/08/2024 | 11,97% | 0,09 CHF | 0,10 CHF | 750 000 | 750 000 | 750 000 | 750 000 | 59 345 CHF | 66 845 CHF | 100,00% | 100,00% |
06/08/2024 | 16,10% | 0,06 CHF | 0,07 CHF | 750 000 | 750 000 | 544 758 | 544 758 | 31 409 CHF | 36 857 CHF | 99,31% | 99,31% |
02/08/2024 | 9,93% | 0,11 CHF | 0,12 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 9 025 CHF | 9 969 CHF | 98,70% | 98,70% |
31/07/2024 | 6,56% | 0,15 CHF | 0,16 CHF | 250 000 | 250 000 | 242 374 | 242 374 | 35 739 CHF | 38 163 CHF | 30,13% | 30,13% |