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 | 4,85% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 690 351 | 230 117 | 138 522 CHF | 48 475 CHF | 99,15% | 99,15% |
14/08/2024 | 4,19% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 628 107 | 209 369 | 146 987 CHF | 51 090 CHF | 95,87% | 95,87% |
13/08/2024 | 11,52% | 0,09 CHF | 0,10 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 73 790 CHF | 27 597 CHF | 99,16% | 99,16% |
12/08/2024 | 10,51% | 0,09 CHF | 0,10 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 81 184 CHF | 30 061 CHF | 99,16% | 99,16% |
09/08/2024 | 10,46% | 0,09 CHF | 0,10 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 81 586 CHF | 30 195 CHF | 99,16% | 99,16% |
08/08/2024 | 13,26% | 0,08 CHF | 0,09 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 63 559 CHF | 24 186 CHF | 99,16% | 99,16% |
07/08/2024 | 12,95% | 0,08 CHF | 0,09 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 65 262 CHF | 24 754 CHF | 99,16% | 99,16% |
06/08/2024 | 12,52% | 0,07 CHF | 0,08 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 68 113 CHF | 25 704 CHF | 99,16% | 99,16% |
02/08/2024 | 11,40% | 0,08 CHF | 0,09 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 74 674 CHF | 27 891 CHF | 97,05% | 97,05% |
31/07/2024 | 8,49% | 0,11 CHF | 0,12 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 101 793 CHF | 36 931 CHF | 38,11% | 38,11% |