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 | 15,16% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 826 861 | 422 948 | 50 406 CHF | 30 019 CHF | 100,00% | 100,00% |
14/08/2024 | 14,00% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 762 416 | 393 024 | 50 667 CHF | 30 053 CHF | 100,00% | 100,00% |
13/08/2024 | 15,82% | 0,07 CHF | 0,08 CHF | 850 000 | 425 000 | 866 274 | 444 051 | 50 374 CHF | 30 264 CHF | 98,83% | 98,83% |
12/08/2024 | 16,40% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 898 812 | 453 928 | 50 309 CHF | 29 950 CHF | 98,91% | 98,91% |
09/08/2024 | 17,13% | 0,07 CHF | 0,08 CHF | 850 000 | 425 000 | 949 149 | 480 903 | 50 717 CHF | 30 515 CHF | 99,87% | 99,87% |
08/08/2024 | 19,93% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 998 436 | 336 865 | 45 411 CHF | 19 036 CHF | 100,00% | 100,00% |
07/08/2024 | 20,01% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 992 794 | 321 793 | 45 030 CHF | 18 263 CHF | 99,48% | 99,48% |
06/08/2024 | 21,34% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 982 707 | 285 362 | 41 371 CHF | 15 190 CHF | 99,31% | 99,31% |
02/08/2024 | 17,48% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 944 815 | 477 784 | 49 346 CHF | 29 740 CHF | 99,78% | 99,78% |
31/07/2024 | 9,84% | 0,10 CHF | 0,11 CHF | 575 000 | 300 000 | 533 084 | 388 297 | 51 527 CHF | 41 845 CHF | 32,11% | 32,11% |