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 | 8,39% | 0,15 CHF | 0,16 CHF | 600 000 | 200 000 | 727 682 | 242 561 | 84 593 CHF | 30 623 CHF | 97,24% | 97,24% |
14/08/2024 | 8,06% | 0,11 CHF | 0,12 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 89 535 CHF | 32 345 CHF | 99,01% | 99,01% |
13/08/2024 | 8,83% | 0,11 CHF | 0,12 CHF | 750 000 | 250 000 | 850 920 | 283 640 | 92 157 CHF | 33 556 CHF | 99,19% | 99,19% |
12/08/2024 | 9,75% | 0,09 CHF | 0,10 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 88 008 CHF | 32 336 CHF | 99,10% | 99,10% |
09/08/2024 | 8,99% | 0,10 CHF | 0,11 CHF | 900 000 | 300 000 | 900 223 | 300 223 | 95 999 CHF | 35 015 CHF | 99,08% | 99,08% |
08/08/2024 | 8,56% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 846 387 | 285 869 | 95 002 CHF | 34 872 CHF | 98,53% | 98,53% |
07/08/2024 | 8,06% | 0,11 CHF | 0,12 CHF | 900 000 | 300 000 | 857 506 | 286 485 | 102 879 CHF | 37 221 CHF | 99,17% | 99,17% |
06/08/2024 | 8,65% | 0,11 CHF | 0,12 CHF | 900 000 | 300 000 | 909 213 | 309 482 | 101 054 CHF | 37 421 CHF | 98,40% | 98,40% |
02/08/2024 | 5,88% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 124 927 CHF | 44 142 CHF | 99,00% | 99,00% |
30/07/2024 | 3,25% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 181 425 CHF | 62 475 CHF | 98,82% | 98,82% |