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 | 8,82% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 469 017 | 469 017 | 50 858 CHF | 55 549 CHF | 99,80% | 99,80% |
14/08/2024 | 9,89% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 531 952 | 400 757 | 51 132 CHF | 43 214 CHF | 99,29% | 99,29% |
13/08/2024 | 11,89% | 0,08 CHF | 0,09 CHF | 600 000 | 300 000 | 634 264 | 327 326 | 50 199 CHF | 29 172 CHF | 99,57% | 99,57% |
12/08/2024 | 10,42% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 567 243 | 327 711 | 51 628 CHF | 33 372 CHF | 99,46% | 99,46% |
09/08/2024 | 12,01% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 648 107 | 335 126 | 50 749 CHF | 29 587 CHF | 99,48% | 99,48% |
08/08/2024 | 16,18% | 0,08 CHF | 0,09 CHF | 725 000 | 375 000 | 894 102 | 447 467 | 50 886 CHF | 30 024 CHF | 100,00% | 100,00% |
07/08/2024 | 15,87% | 0,08 CHF | 0,09 CHF | 775 000 | 400 000 | 867 443 | 404 078 | 50 662 CHF | 28 153 CHF | 99,42% | 99,42% |
06/08/2024 | 23,22% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 997 979 | 252 044 | 38 358 CHF | 12 230 CHF | 99,54% | 99,54% |
02/08/2024 | 16,63% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 908 976 | 449 685 | 50 232 CHF | 29 416 CHF | 99,99% | 99,99% |
30/07/2024 | 7,78% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 419 986 | 419 986 | 51 870 CHF | 56 070 CHF | 100,00% | 100,00% |