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 | 7,02% | 0,15 CHF | 0,16 CHF | 340 000 | 75 000 | 368 730 | 74 941 | 50 727 CHF | 11 099 CHF | 94,22% | 94,22% |
14/08/2024 | 7,40% | 0,14 CHF | 0,15 CHF | 360 000 | 75 000 | 374 703 | 73 028 | 50 547 CHF | 10 622 CHF | 95,36% | 95,36% |
13/08/2024 | 7,87% | 0,13 CHF | 0,14 CHF | 390 000 | 75 000 | 413 340 | 75 000 | 50 467 CHF | 9 917 CHF | 96,65% | 96,65% |
12/08/2024 | 7,96% | 0,12 CHF | 0,13 CHF | 420 000 | 75 000 | 418 082 | 75 000 | 50 419 CHF | 9 798 CHF | 100,00% | 100,00% |
09/08/2024 | 8,65% | 0,11 CHF | 0,12 CHF | 460 000 | 75 000 | 457 637 | 75 000 | 50 588 CHF | 9 044 CHF | 99,03% | 99,03% |
08/08/2024 | 12,46% | 0,11 CHF | 0,12 CHF | 460 000 | 75 000 | 384 531 | 65 789 | 35 899 CHF | 6 875 CHF | 97,63% | 97,63% |
07/08/2024 | 8,90% | 0,10 CHF | 0,11 CHF | 500 000 | 75 000 | 469 980 | 75 000 | 50 450 CHF | 8 813 CHF | 97,85% | 97,85% |
06/08/2024 | 12,99% | 0,10 CHF | 0,11 CHF | 500 000 | 75 000 | 499 424 | 54 798 | 48 331 CHF | 5 947 CHF | 98,29% | 98,29% |
02/08/2024 | 22,79% | 0,11 CHF | 0,14 CHF | 460 000 | 20 000 | 429 943 | 20 000 | 50 467 CHF | 2 957 CHF | 95,27% | 95,27% |
31/07/2024 | 7,19% | 0,15 CHF | 0,16 CHF | 340 000 | 75 000 | 330 209 | 68 218 | 51 098 CHF | 11 286 CHF | 30,67% | 30,67% |