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 | 11,66% | 0,09 CHF | 0,10 CHF | 451 724 | 75 000 | 478 211 | 74 196 | 39 237 CHF | 6 849 CHF | 98,36% | 98,36% |
14/08/2024 | 11,71% | 0,08 CHF | 0,09 CHF | 451 421 | 75 000 | 458 551 | 73 486 | 37 315 CHF | 6 721 CHF | 98,49% | 98,49% |
13/08/2024 | 13,33% | 0,07 CHF | 0,08 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 35 000 CHF | 6 000 CHF | 96,74% | 96,74% |
12/08/2024 | 12,28% | 0,07 CHF | 0,08 CHF | 500 000 | 75 000 | 485 854 | 75 000 | 37 230 CHF | 6 504 CHF | 100,00% | 100,00% |
09/08/2024 | 11,52% | 0,08 CHF | 0,09 CHF | 500 000 | 75 000 | 475 332 | 75 000 | 39 022 CHF | 6 911 CHF | 100,00% | 100,00% |
08/08/2024 | 12,16% | 0,08 CHF | 0,09 CHF | 468 510 | 75 000 | 495 868 | 75 000 | 38 458 CHF | 6 572 CHF | 96,69% | 96,69% |
07/08/2024 | 10,58% | 0,09 CHF | 0,10 CHF | 432 102 | 75 000 | 454 153 | 75 000 | 40 741 CHF | 7 494 CHF | 100,00% | 100,00% |
06/08/2024 | 20,24% | 0,07 CHF | 0,08 CHF | 500 000 | 75 000 | 500 000 | 54 420 | 29 045 CHF | 3 802 CHF | 99,56% | 99,56% |
02/08/2024 | 26,17% | 0,06 CHF | 0,08 CHF | 500 000 | 20 000 | 478 557 | 20 000 | 35 101 CHF | 1 910 CHF | 98,57% | 98,57% |
30/07/2024 | 8,90% | 0,11 CHF | 0,12 CHF | 376 823 | 75 000 | 396 187 | 75 000 | 42 578 CHF | 8 817 CHF | 96,72% | 96,72% |