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 | 5,79% | 0,20 CHF | 0,21 CHF | 250 000 | 50 000 | 303 309 | 49 488 | 51 040 CHF | 8 910 CHF | 98,94% | 98,94% |
14/08/2024 | 6,03% | 0,16 CHF | 0,17 CHF | 320 000 | 50 000 | 317 187 | 49 219 | 51 106 CHF | 8 433 CHF | 98,68% | 98,68% |
13/08/2024 | 7,26% | 0,15 CHF | 0,16 CHF | 340 000 | 50 000 | 380 536 | 50 000 | 50 525 CHF | 7 163 CHF | 97,04% | 97,04% |
12/08/2024 | 7,41% | 0,14 CHF | 0,15 CHF | 360 000 | 50 000 | 389 655 | 50 000 | 50 615 CHF | 7 006 CHF | 99,98% | 99,98% |
09/08/2024 | 7,74% | 0,12 CHF | 0,13 CHF | 420 000 | 50 000 | 407 051 | 50 000 | 50 530 CHF | 6 716 CHF | 100,00% | 100,00% |
08/08/2024 | 10,85% | 0,10 CHF | 0,11 CHF | 500 000 | 50 000 | 494 626 | 50 000 | 43 664 CHF | 4 925 CHF | 97,81% | 97,81% |
07/08/2024 | 12,44% | 0,12 CHF | 0,13 CHF | 420 000 | 50 000 | 39 765 | 25 934 | 4 299 CHF | 2 984 CHF | 99,18% | 99,18% |
06/08/2024 | 11,70% | 0,09 CHF | 0,10 CHF | 500 000 | 50 000 | 500 000 | 39 636 | 41 366 CHF | 3 655 CHF | 98,33% | 98,33% |
02/08/2024 | 11,69% | 0,11 CHF | 0,12 CHF | 460 000 | 10 000 | 363 937 | 10 000 | 50 756 CHF | 1 584 CHF | 82,22% | 82,22% |
30/07/2024 | 3,71% | 0,26 CHF | 0,27 CHF | 200 000 | 50 000 | 193 956 | 50 000 | 51 304 CHF | 13 746 CHF | 96,69% | 96,69% |