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 | 8,48% | 0,12 CHF | 0,13 CHF | 420 000 | 100 000 | 423 740 | 98 871 | 49 271 CHF | 12 586 CHF | 47,07% | 47,07% |
14/08/2024 | 9,15% | 0,10 CHF | 0,11 CHF | 459 143 | 100 000 | 458 240 | 98 534 | 50 063 CHF | 11 783 CHF | 84,01% | 84,01% |
13/08/2024 | 9,26% | 0,11 CHF | 0,12 CHF | 460 525 | 100 000 | 461 411 | 100 000 | 47 622 CHF | 11 323 CHF | 33,26% | 33,26% |
12/08/2024 | 9,36% | 0,10 CHF | 0,11 CHF | 464 425 | 100 000 | 462 459 | 100 000 | 47 210 CHF | 11 210 CHF | 30,83% | 30,83% |
09/08/2024 | 7,70% | 0,11 CHF | 0,12 CHF | 460 058 | 100 000 | 400 312 | 100 000 | 50 109 CHF | 13 588 CHF | 54,40% | 54,40% |
08/08/2024 | 8,90% | 0,12 CHF | 0,13 CHF | 420 000 | 100 000 | 439 561 | 100 000 | 47 494 CHF | 11 876 CHF | 96,70% | 96,70% |
07/08/2024 | 8,25% | 0,14 CHF | 0,15 CHF | 360 000 | 100 000 | 420 482 | 100 000 | 49 155 CHF | 12 800 CHF | 48,94% | 48,94% |
06/08/2024 | 18,29% | 0,10 CHF | 0,12 CHF | 50 000 | 50 000 | 39 703 | 39 703 | 4 459 CHF | 5 314 CHF | 99,49% | 99,49% |
02/08/2024 | 19,01% | 0,11 CHF | 0,14 CHF | 453 636 | 25 000 | 356 031 | 25 000 | 50 812 CHF | 4 356 CHF | 80,94% | 80,94% |
31/07/2024 | 4,69% | 0,23 CHF | 0,24 CHF | 220 000 | 100 000 | 217 319 | 97 089 | 50 546 CHF | 23 659 CHF | 29,81% | 29,81% |