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 | 11,37% | 0,09 CHF | 0,10 CHF | 341 415 | 75 000 | 361 979 | 73 825 | 30 421 CHF | 6 947 CHF | 88,59% | 88,59% |
14/08/2024 | 12,19% | 0,08 CHF | 0,09 CHF | 369 364 | 75 000 | 366 093 | 73 236 | 29 616 CHF | 6 682 CHF | 96,70% | 96,70% |
13/08/2024 | 12,16% | 0,08 CHF | 0,09 CHF | 399 488 | 75 000 | 397 969 | 75 000 | 30 805 CHF | 6 559 CHF | 96,22% | 96,22% |
12/08/2024 | 10,65% | 0,08 CHF | 0,09 CHF | 369 125 | 75 000 | 349 097 | 75 000 | 31 066 CHF | 7 428 CHF | 100,00% | 100,00% |
09/08/2024 | 9,91% | 0,09 CHF | 0,10 CHF | 348 733 | 75 000 | 345 368 | 75 000 | 33 222 CHF | 7 971 CHF | 93,67% | 93,67% |
08/08/2024 | 11,42% | 0,08 CHF | 0,09 CHF | 370 678 | 75 000 | 387 494 | 75 000 | 32 054 CHF | 6 957 CHF | 73,23% | 73,23% |
07/08/2024 | 9,76% | 0,11 CHF | 0,12 CHF | 337 375 | 75 000 | 345 975 | 75 000 | 33 803 CHF | 8 094 CHF | 88,41% | 88,41% |
06/08/2024 | 14,41% | 0,09 CHF | 0,10 CHF | 386 777 | 75 000 | 397 790 | 55 017 | 31 196 CHF | 4 923 CHF | 91,00% | 91,00% |
02/08/2024 | 21,43% | 0,09 CHF | 0,12 CHF | 327 652 | 20 000 | 309 119 | 20 000 | 32 498 CHF | 2 610 CHF | 97,86% | 97,86% |
31/07/2024 | 7,96% | 0,13 CHF | 0,14 CHF | 269 071 | 75 000 | 270 454 | 68 236 | 35 704 CHF | 9 738 CHF | 30,66% | 30,66% |