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 | 5,13% | 0,19 CHF | 0,20 CHF | 600 000 | 75 000 | 600 000 | 75 000 | 114 027 CHF | 15 003 CHF | 99,16% | 99,16% |
14/08/2024 | 4,70% | 0,19 CHF | 0,20 CHF | 600 000 | 75 000 | 600 000 | 75 000 | 124 815 CHF | 16 352 CHF | 97,42% | 97,42% |
13/08/2024 | 5,86% | 0,17 CHF | 0,18 CHF | 600 000 | 75 000 | 629 644 | 75 000 | 104 286 CHF | 13 193 CHF | 99,16% | 99,16% |
12/08/2024 | 6,00% | 0,18 CHF | 0,19 CHF | 600 000 | 75 000 | 632 551 | 75 000 | 102 182 CHF | 12 903 CHF | 99,16% | 99,16% |
09/08/2024 | 6,12% | 0,14 CHF | 0,15 CHF | 750 000 | 75 000 | 700 038 | 75 000 | 110 818 CHF | 12 681 CHF | 99,16% | 99,16% |
08/08/2024 | 7,34% | 0,16 CHF | 0,17 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 98 508 CHF | 10 601 CHF | 99,16% | 99,16% |
07/08/2024 | 8,05% | 0,12 CHF | 0,13 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 89 599 CHF | 9 710 CHF | 99,16% | 99,16% |
06/08/2024 | 11,35% | 0,09 CHF | 0,10 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 62 868 CHF | 7 037 CHF | 99,14% | 99,14% |
02/08/2024 | 7,21% | 0,12 CHF | 0,13 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 100 668 CHF | 10 817 CHF | 97,76% | 97,76% |
31/07/2024 | 6,37% | 0,16 CHF | 0,17 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 114 511 CHF | 12 201 CHF | 37,88% | 37,88% |