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 | 9,14% | 0,09 CHF | 0,10 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 47 315 CHF | 11 514 CHF | 99,15% | 99,15% |
14/08/2024 | 7,55% | 0,10 CHF | 0,11 CHF | 450 000 | 100 000 | 450 042 | 100 000 | 59 703 CHF | 14 267 CHF | 96,57% | 96,57% |
13/08/2024 | 5,67% | 0,19 CHF | 0,20 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 77 421 CHF | 18 205 CHF | 99,16% | 99,16% |
12/08/2024 | 4,73% | 0,20 CHF | 0,21 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 92 932 CHF | 21 651 CHF | 99,16% | 99,16% |
09/08/2024 | 4,89% | 0,19 CHF | 0,20 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 90 126 CHF | 21 028 CHF | 99,15% | 99,15% |
08/08/2024 | 4,75% | 0,22 CHF | 0,23 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 92 751 CHF | 21 611 CHF | 99,16% | 99,16% |
07/08/2024 | 4,78% | 0,23 CHF | 0,24 CHF | 450 000 | 100 000 | 449 989 | 100 000 | 92 345 CHF | 21 522 CHF | 99,15% | 99,15% |
06/08/2024 | 5,37% | 0,20 CHF | 0,21 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 81 765 CHF | 19 170 CHF | 99,14% | 99,14% |
02/08/2024 | 4,16% | 0,27 CHF | 0,28 CHF | 300 000 | 100 000 | 399 252 | 100 000 | 93 400 CHF | 24 675 CHF | 96,95% | 96,95% |
31/07/2024 | 3,90% | 0,24 CHF | 0,25 CHF | 450 000 | 100 000 | 418 017 | 100 000 | 104 799 CHF | 26 137 CHF | 39,31% | 39,31% |