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 | 6,46% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 600 100 | 200 033 | 90 218 CHF | 32 073 CHF | 95,63% | 95,63% |
14/08/2024 | 6,87% | 0,15 CHF | 0,16 CHF | 600 000 | 200 000 | 741 614 | 247 205 | 104 194 CHF | 37 203 CHF | 99,45% | 99,45% |
13/08/2024 | 7,77% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 93 261 CHF | 33 587 CHF | 94,18% | 94,18% |
12/08/2024 | 8,61% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 753 107 | 251 036 | 83 890 CHF | 30 474 CHF | 99,52% | 99,52% |
09/08/2024 | 11,09% | 0,10 CHF | 0,11 CHF | 900 000 | 300 000 | 942 566 | 342 566 | 80 613 CHF | 32 531 CHF | 95,53% | 95,53% |
08/08/2024 | 11,81% | 0,08 CHF | 0,09 CHF | 1 000 000 | 400 000 | 971 643 | 371 643 | 77 747 CHF | 33 307 CHF | 97,00% | 97,00% |
07/08/2024 | 13,50% | 0,09 CHF | 0,10 CHF | 900 000 | 300 000 | 983 842 | 383 842 | 68 654 CHF | 30 465 CHF | 95,95% | 95,95% |
06/08/2024 | 10,24% | 0,06 CHF | 0,07 CHF | 1 000 000 | 400 000 | 744 388 | 281 705 | 68 021 CHF | 28 321 CHF | 83,31% | 83,31% |
02/08/2024 | 6,61% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 460 757 | 153 586 | 69 778 CHF | 24 795 CHF | 95,19% | 95,19% |
30/07/2024 | 6,06% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 748 150 | 249 383 | 119 871 CHF | 42 451 CHF | 99,45% | 99,45% |