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 | 16,76% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 925 581 | 470 515 | 50 599 CHF | 30 439 CHF | 100,00% | 100,00% |
14/08/2024 | 18,32% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 955 208 | 337 829 | 47 634 CHF | 20 914 CHF | 100,00% | 100,00% |
13/08/2024 | 16,52% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 899 701 | 428 926 | 49 982 CHF | 28 364 CHF | 98,83% | 98,83% |
12/08/2024 | 13,91% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 751 547 | 387 712 | 50 222 CHF | 29 821 CHF | 99,05% | 99,05% |
09/08/2024 | 14,52% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 789 593 | 407 920 | 50 400 CHF | 30 246 CHF | 99,84% | 99,84% |
08/08/2024 | 11,56% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 619 772 | 318 480 | 50 542 CHF | 29 146 CHF | 100,00% | 100,00% |
07/08/2024 | 10,87% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 586 727 | 327 597 | 51 060 CHF | 32 034 CHF | 99,50% | 99,50% |
06/08/2024 | 7,72% | 0,10 CHF | 0,11 CHF | 475 000 | 475 000 | 412 774 | 412 785 | 51 511 CHF | 55 640 CHF | 99,35% | 99,35% |
02/08/2024 | 12,09% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 645 384 | 336 281 | 50 094 CHF | 29 486 CHF | 99,82% | 99,82% |
31/07/2024 | 10,67% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 575 960 | 299 151 | 51 085 CHF | 29 539 CHF | 32,11% | 32,11% |