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 | 7,17% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 388 263 | 388 263 | 52 222 CHF | 56 105 CHF | 100,00% | 100,00% |
14/08/2024 | 8,12% | 0,15 CHF | 0,16 CHF | 400 000 | 400 000 | 440 146 | 431 880 | 52 130 CHF | 55 684 CHF | 100,00% | 100,00% |
13/08/2024 | 9,58% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 510 027 | 425 200 | 50 602 CHF | 47 420 CHF | 98,81% | 98,81% |
12/08/2024 | 7,85% | 0,11 CHF | 0,12 CHF | 250 000 | 250 000 | 409 104 | 409 102 | 50 251 CHF | 54 342 CHF | 98,91% | 98,91% |
09/08/2024 | 8,75% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 473 972 | 472 361 | 51 821 CHF | 56 384 CHF | 99,85% | 99,85% |
08/08/2024 | 12,83% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 694 762 | 360 540 | 50 684 CHF | 29 926 CHF | 100,00% | 100,00% |
07/08/2024 | 9,51% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 507 475 | 435 435 | 50 885 CHF | 48 681 CHF | 99,45% | 99,45% |
06/08/2024 | 7,62% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 407 936 | 399 138 | 51 615 CHF | 54 813 CHF | 99,09% | 99,09% |
02/08/2024 | 8,02% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 424 102 | 421 382 | 50 889 CHF | 54 806 CHF | 99,75% | 99,75% |
31/07/2024 | 3,78% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 202 958 | 202 963 | 52 682 CHF | 54 713 CHF | 32,11% | 32,11% |