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 | 5,24% | 0,20 CHF | 0,21 CHF | 250 000 | 50 000 | 271 506 | 49 489 | 50 508 CHF | 9 716 CHF | 99,13% | 99,13% |
14/08/2024 | 5,33% | 0,18 CHF | 0,19 CHF | 280 000 | 50 000 | 276 529 | 49 219 | 50 813 CHF | 9 541 CHF | 98,68% | 98,68% |
13/08/2024 | 5,90% | 0,18 CHF | 0,19 CHF | 280 000 | 50 000 | 310 027 | 50 000 | 51 023 CHF | 8 741 CHF | 97,07% | 97,07% |
12/08/2024 | 6,03% | 0,17 CHF | 0,18 CHF | 300 000 | 50 000 | 318 413 | 50 000 | 51 170 CHF | 8 540 CHF | 100,00% | 100,00% |
09/08/2024 | 6,21% | 0,15 CHF | 0,16 CHF | 340 000 | 50 000 | 327 482 | 50 000 | 51 125 CHF | 8 313 CHF | 100,00% | 100,00% |
08/08/2024 | 7,58% | 0,14 CHF | 0,15 CHF | 360 000 | 50 000 | 397 717 | 50 000 | 50 459 CHF | 6 881 CHF | 97,74% | 97,74% |
07/08/2024 | 10,41% | 0,15 CHF | 0,16 CHF | 340 000 | 50 000 | 36 762 | 25 933 | 5 183 CHF | 3 941 CHF | 99,28% | 99,28% |
06/08/2024 | 7,91% | 0,13 CHF | 0,14 CHF | 390 000 | 50 000 | 407 972 | 39 607 | 50 509 CHF | 5 289 CHF | 97,57% | 97,57% |
02/08/2024 | 10,08% | 0,14 CHF | 0,16 CHF | 360 000 | 10 000 | 303 154 | 10 000 | 50 929 CHF | 1 864 CHF | 91,11% | 91,11% |
30/07/2024 | 3,95% | 0,25 CHF | 0,26 CHF | 200 000 | 50 000 | 203 340 | 50 000 | 50 465 CHF | 12 918 CHF | 96,79% | 96,79% |