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 | 7,73% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 416 123 | 416 124 | 51 798 CHF | 55 959 CHF | 100,00% | 100,00% |
14/08/2024 | 8,38% | 0,13 CHF | 0,14 CHF | 425 000 | 425 000 | 454 282 | 454 283 | 51 910 CHF | 56 453 CHF | 100,00% | 100,00% |
13/08/2024 | 9,49% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 510 895 | 426 307 | 51 300 CHF | 47 946 CHF | 98,87% | 98,87% |
12/08/2024 | 7,70% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 415 272 | 415 269 | 51 893 CHF | 56 045 CHF | 98,90% | 98,90% |
09/08/2024 | 6,97% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 378 647 | 378 646 | 52 424 CHF | 56 210 CHF | 100,00% | 100,00% |
08/08/2024 | 8,19% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 438 009 | 438 015 | 51 380 CHF | 55 761 CHF | 100,00% | 100,00% |
07/08/2024 | 6,87% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 372 905 | 372 906 | 52 395 CHF | 56 125 CHF | 99,44% | 99,44% |
06/08/2024 | 14,21% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 760 619 | 441 250 | 49 640 CHF | 35 836 CHF | 94,99% | 94,99% |
02/08/2024 | 7,31% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 395 306 | 395 309 | 52 159 CHF | 56 112 CHF | 99,70% | 99,70% |
31/07/2024 | 4,01% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 213 940 | 213 940 | 52 226 CHF | 54 366 CHF | 32,11% | 32,11% |