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 | 7,57% | 0,15 CHF | 0,16 CHF | 340 000 | 75 000 | 396 895 | 74 941 | 50 545 CHF | 10 381 CHF | 94,22% | 94,22% |
14/08/2024 | 7,87% | 0,13 CHF | 0,14 CHF | 390 000 | 75 000 | 398 665 | 73 026 | 50 613 CHF | 10 043 CHF | 95,25% | 95,25% |
13/08/2024 | 9,00% | 0,12 CHF | 0,13 CHF | 420 000 | 75 000 | 474 200 | 75 000 | 50 347 CHF | 8 734 CHF | 96,65% | 96,65% |
12/08/2024 | 9,10% | 0,11 CHF | 0,12 CHF | 460 000 | 75 000 | 479 582 | 75 000 | 50 306 CHF | 8 633 CHF | 100,00% | 100,00% |
09/08/2024 | 10,40% | 0,09 CHF | 0,10 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 45 643 CHF | 7 596 CHF | 99,03% | 99,03% |
08/08/2024 | 15,94% | 0,09 CHF | 0,10 CHF | 500 000 | 75 000 | 386 399 | 65 789 | 28 119 CHF | 5 486 CHF | 97,62% | 97,62% |
07/08/2024 | 11,11% | 0,08 CHF | 0,09 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 42 654 CHF | 7 148 CHF | 98,64% | 98,64% |
06/08/2024 | 16,70% | 0,08 CHF | 0,09 CHF | 500 000 | 75 000 | 500 000 | 54 796 | 37 551 CHF | 4 746 CHF | 98,30% | 98,30% |
02/08/2024 | 22,46% | 0,10 CHF | 0,13 CHF | 500 000 | 20 000 | 419 961 | 20 000 | 50 535 CHF | 3 029 CHF | 95,14% | 95,14% |
31/07/2024 | 5,83% | 0,18 CHF | 0,19 CHF | 280 000 | 75 000 | 269 212 | 68 194 | 50 633 CHF | 13 514 CHF | 30,56% | 30,56% |