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 | 18,22% | 0,05 CHF | 0,06 CHF | 925 000 | 475 000 | 989 271 | 465 589 | 49 431 CHF | 28 061 CHF | 99,63% | 99,63% |
14/08/2024 | 15,37% | 0,05 CHF | 0,06 CHF | 925 000 | 475 000 | 838 175 | 425 089 | 50 365 CHF | 29 797 CHF | 100,00% | 100,00% |
13/08/2024 | 12,36% | 0,07 CHF | 0,08 CHF | 675 000 | 350 000 | 658 132 | 342 716 | 49 982 CHF | 29 455 CHF | 99,48% | 99,48% |
12/08/2024 | 12,23% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 651 394 | 338 919 | 50 021 CHF | 29 413 CHF | 97,31% | 97,31% |
09/08/2024 | 11,21% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 600 545 | 319 313 | 50 579 CHF | 30 255 CHF | 99,82% | 99,82% |
08/08/2024 | 9,09% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 487 367 | 482 809 | 51 247 CHF | 55 610 CHF | 100,00% | 100,00% |
07/08/2024 | 8,84% | 0,10 CHF | 0,11 CHF | 575 000 | 300 000 | 473 676 | 429 570 | 51 240 CHF | 51 523 CHF | 99,84% | 99,84% |
06/08/2024 | 6,90% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 373 961 | 373 967 | 52 360 CHF | 56 101 CHF | 99,43% | 99,43% |
02/08/2024 | 14,94% | 0,08 CHF | 0,09 CHF | 725 000 | 375 000 | 809 269 | 413 083 | 50 190 CHF | 29 759 CHF | 99,92% | 99,92% |
31/07/2024 | 22,52% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 985 887 | 250 000 | 38 957 CHF | 12 381 CHF | 32,15% | 32,15% |