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 | 8,80% | 0,10 CHF | 0,11 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 81 798 CHF | 29 766 CHF | 90,16% | 90,16% |
14/08/2024 | 6,71% | 0,12 CHF | 0,13 CHF | 750 000 | 250 000 | 664 203 | 221 401 | 98 116 CHF | 34 919 CHF | 96,73% | 96,73% |
13/08/2024 | 5,12% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 114 379 CHF | 40 126 CHF | 96,38% | 96,38% |
12/08/2024 | 5,14% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 113 875 CHF | 39 958 CHF | 96,00% | 96,00% |
09/08/2024 | 5,56% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 631 087 | 210 362 | 110 383 CHF | 38 898 CHF | 93,76% | 93,76% |
08/08/2024 | 5,67% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 103 153 CHF | 36 384 CHF | 97,38% | 97,38% |
07/08/2024 | 6,80% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 704 356 | 234 785 | 100 465 CHF | 35 836 CHF | 97,97% | 97,97% |
06/08/2024 | 7,69% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 94 319 CHF | 33 940 CHF | 97,83% | 97,83% |
02/08/2024 | 3,64% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 595 748 | 198 583 | 161 033 CHF | 55 664 CHF | 98,76% | 98,76% |
30/07/2024 | 2,71% | 0,37 CHF | 0,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 163 968 CHF | 56 156 CHF | 92,26% | 92,26% |