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 | 8,72% | 0,16 CHF | 0,18 CHF | 225 000 | 75 000 | 222 398 | 74 133 | 33 911 CHF | 12 327 CHF | 90,99% | 90,99% |
14/08/2024 | 11,08% | 0,14 CHF | 0,15 CHF | 225 000 | 75 000 | 218 786 | 72 929 | 28 736 CHF | 10 683 CHF | 97,13% | 97,13% |
13/08/2024 | 10,96% | 0,12 CHF | 0,14 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 27 493 CHF | 10 227 CHF | 96,38% | 96,38% |
12/08/2024 | 10,29% | 0,12 CHF | 0,14 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 29 272 CHF | 10 818 CHF | 75,57% | 75,57% |
09/08/2024 | 12,12% | 0,12 CHF | 0,13 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 26 402 CHF | 9 935 CHF | 96,57% | 96,57% |
08/08/2024 | 14,87% | 0,11 CHF | 0,13 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 22 085 CHF | 8 551 CHF | 84,30% | 84,30% |
07/08/2024 | 14,49% | 0,10 CHF | 0,12 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 23 008 CHF | 8 866 CHF | 92,40% | 92,40% |
06/08/2024 | 20,18% | 0,10 CHF | 0,11 CHF | 225 000 | 75 000 | 175 782 | 58 594 | 14 976 CHF | 5 889 CHF | 81,95% | 81,95% |
02/08/2024 | 51,18% | 0,06 CHF | 0,11 CHF | 60 000 | 20 000 | 60 000 | 20 000 | 4 279 CHF | 2 404 CHF | 70,91% | 70,91% |
31/07/2024 | 12,00% | 0,14 CHF | 0,16 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 20 418 CHF | 7 674 CHF | 22,26% | 22,26% |