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 | 15,38% | 0,04 CHF | 0,05 CHF | 900 000 | 300 000 | 773 372 | 257 791 | 47 268 CHF | 18 334 CHF | 99,02% | 99,02% |
14/08/2024 | 19,69% | 0,06 CHF | 0,07 CHF | 750 000 | 250 000 | 894 002 | 304 959 | 41 396 CHF | 17 126 CHF | 99,41% | 99,41% |
13/08/2024 | 18,20% | 0,05 CHF | 0,06 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 45 015 CHF | 18 005 CHF | 99,23% | 99,23% |
12/08/2024 | 11,68% | 0,05 CHF | 0,06 CHF | 900 000 | 300 000 | 757 995 | 252 665 | 62 165 CHF | 23 248 CHF | 98,27% | 98,27% |
09/08/2024 | 8,88% | 0,10 CHF | 0,11 CHF | 600 000 | 200 000 | 632 970 | 210 990 | 68 011 CHF | 24 780 CHF | 99,53% | 99,53% |
08/08/2024 | 9,39% | 0,11 CHF | 0,12 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 76 481 CHF | 27 994 CHF | 99,21% | 99,21% |
07/08/2024 | 11,16% | 0,11 CHF | 0,12 CHF | 750 000 | 250 000 | 759 372 | 253 124 | 65 106 CHF | 24 233 CHF | 98,99% | 98,99% |
06/08/2024 | 9,91% | 0,10 CHF | 0,11 CHF | 750 000 | 250 000 | 619 432 | 206 477 | 59 698 CHF | 21 964 CHF | 99,16% | 99,16% |
02/08/2024 | 19,44% | 0,06 CHF | 0,07 CHF | 1 000 000 | 400 000 | 958 777 | 367 419 | 46 287 CHF | 21 089 CHF | 99,21% | 99,21% |
30/07/2024 | 23,15% | 0,01 CHF | 0,02 CHF | 1 000 000 | 500 000 | 888 984 | 378 403 | 53 715 CHF | 23 757 CHF | 93,46% | 93,46% |