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 | 7,68% | 0,14 CHF | 0,15 CHF | 360 000 | 100 000 | 402 797 | 99 730 | 50 425 CHF | 13 543 CHF | 96,36% | 96,36% |
14/08/2024 | 8,09% | 0,12 CHF | 0,13 CHF | 420 000 | 100 000 | 424 922 | 99 511 | 50 425 CHF | 12 813 CHF | 94,59% | 94,59% |
13/08/2024 | 8,78% | 0,11 CHF | 0,12 CHF | 460 000 | 100 000 | 464 070 | 100 000 | 50 539 CHF | 11 898 CHF | 96,31% | 96,31% |
12/08/2024 | 8,94% | 0,10 CHF | 0,11 CHF | 500 000 | 100 000 | 471 690 | 100 000 | 50 425 CHF | 11 708 CHF | 99,66% | 99,66% |
09/08/2024 | 8,66% | 0,11 CHF | 0,12 CHF | 460 000 | 100 000 | 457 321 | 100 000 | 50 523 CHF | 12 059 CHF | 99,96% | 99,96% |
08/08/2024 | 10,28% | 0,09 CHF | 0,10 CHF | 500 000 | 100 000 | 499 892 | 100 000 | 46 199 CHF | 10 242 CHF | 97,02% | 97,02% |
07/08/2024 | 8,02% | 0,12 CHF | 0,13 CHF | 420 000 | 100 000 | 421 277 | 100 000 | 50 406 CHF | 12 968 CHF | 99,25% | 99,25% |
06/08/2024 | 9,17% | 0,11 CHF | 0,12 CHF | 460 000 | 100 000 | 482 646 | 88 885 | 50 238 CHF | 10 153 CHF | 91,06% | 91,06% |
02/08/2024 | 9,22% | 0,13 CHF | 0,14 CHF | 390 000 | 25 000 | 368 139 | 25 000 | 50 602 CHF | 3 784 CHF | 99,01% | 99,01% |
31/07/2024 | 5,83% | 0,16 CHF | 0,17 CHF | 320 000 | 100 000 | 306 261 | 97 393 | 50 986 CHF | 17 221 CHF | 28,61% | 28,61% |