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 | 8,77% | 0,11 CHF | 0,12 CHF | 460 000 | 50 000 | 458 957 | 49 427 | 50 456 CHF | 5 943 CHF | 88,26% | 88,26% |
14/08/2024 | 8,75% | 0,11 CHF | 0,12 CHF | 460 000 | 50 000 | 462 740 | 49 215 | 50 549 CHF | 5 871 CHF | 98,15% | 98,15% |
13/08/2024 | 9,71% | 0,11 CHF | 0,12 CHF | 460 000 | 50 000 | 497 675 | 50 000 | 48 888 CHF | 5 414 CHF | 97,07% | 97,07% |
12/08/2024 | 10,04% | 0,10 CHF | 0,11 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 47 446 CHF | 5 245 CHF | 100,00% | 100,00% |
09/08/2024 | 10,37% | 0,09 CHF | 0,10 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 45 790 CHF | 5 079 CHF | 100,00% | 100,00% |
08/08/2024 | 12,66% | 0,08 CHF | 0,09 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 37 234 CHF | 4 223 CHF | 97,81% | 97,81% |
07/08/2024 | 13,48% | 0,09 CHF | 0,10 CHF | 500 000 | 50 000 | 42 736 | 25 933 | 3 630 CHF | 2 422 CHF | 99,28% | 99,28% |
06/08/2024 | 13,35% | 0,08 CHF | 0,09 CHF | 500 000 | 50 000 | 500 000 | 39 679 | 36 009 CHF | 3 247 CHF | 98,74% | 98,74% |
02/08/2024 | 16,81% | 0,09 CHF | 0,10 CHF | 500 000 | 10 000 | 491 066 | 10 000 | 49 370 CHF | 1 191 CHF | 92,74% | 92,74% |
30/07/2024 | 6,19% | 0,16 CHF | 0,17 CHF | 320 000 | 50 000 | 326 271 | 50 000 | 51 108 CHF | 8 343 CHF | 96,79% | 96,79% |