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 | 8,42% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 455 703 | 455 703 | 51 843 CHF | 56 400 CHF | 99,06% | 99,06% |
14/08/2024 | 8,96% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 483 476 | 483 475 | 51 638 CHF | 56 473 CHF | 98,63% | 98,63% |
13/08/2024 | 10,21% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 558 102 | 340 637 | 51 888 CHF | 35 787 CHF | 98,73% | 98,73% |
12/08/2024 | 11,44% | 0,10 CHF | 0,11 CHF | 250 000 | 250 000 | 590 506 | 312 774 | 48 465 CHF | 28 906 CHF | 98,90% | 98,90% |
09/08/2024 | 13,80% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 752 713 | 386 160 | 50 784 CHF | 29 942 CHF | 98,90% | 98,90% |
08/08/2024 | 14,60% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 797 400 | 405 239 | 50 563 CHF | 29 792 CHF | 96,97% | 96,97% |
07/08/2024 | 15,58% | 0,08 CHF | 0,09 CHF | 725 000 | 375 000 | 862 070 | 439 077 | 51 056 CHF | 30 399 CHF | 98,82% | 98,82% |
06/08/2024 | 13,21% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 703 365 | 358 704 | 49 618 CHF | 29 152 CHF | 98,38% | 98,38% |
02/08/2024 | 8,06% | 0,16 CHF | 0,17 CHF | 300 000 | 300 000 | 437 166 | 417 051 | 52 048 CHF | 54 365 CHF | 99,27% | 99,27% |
30/07/2024 | 7,23% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 390 971 | 390 971 | 52 123 CHF | 56 033 CHF | 99,47% | 99,47% |