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 | 13,50% | 0,08 CHF | 0,09 CHF | 379 875 | 75 000 | 395 594 | 73 950 | 27 575 CHF | 5 907 CHF | 99,19% | 99,19% |
14/08/2024 | 12,26% | 0,07 CHF | 0,08 CHF | 376 689 | 75 000 | 373 142 | 73 268 | 28 670 CHF | 6 360 CHF | 98,49% | 98,49% |
13/08/2024 | 12,99% | 0,08 CHF | 0,09 CHF | 385 353 | 75 000 | 382 944 | 75 000 | 27 640 CHF | 6 164 CHF | 96,20% | 96,20% |
12/08/2024 | 11,95% | 0,07 CHF | 0,08 CHF | 377 076 | 75 000 | 375 155 | 75 000 | 29 582 CHF | 6 676 CHF | 98,58% | 98,58% |
09/08/2024 | 12,13% | 0,08 CHF | 0,09 CHF | 394 342 | 75 000 | 392 628 | 75 000 | 30 497 CHF | 6 578 CHF | 99,96% | 99,96% |
08/08/2024 | 15,13% | 0,07 CHF | 0,08 CHF | 423 774 | 75 000 | 456 573 | 75 000 | 27 925 CHF | 5 344 CHF | 96,59% | 96,59% |
07/08/2024 | 13,51% | 0,07 CHF | 0,08 CHF | 408 533 | 75 000 | 409 435 | 75 000 | 28 293 CHF | 5 934 CHF | 99,01% | 99,01% |
06/08/2024 | 14,80% | 0,06 CHF | 0,07 CHF | 412 856 | 75 000 | 407 503 | 60 064 | 25 704 CHF | 4 287 CHF | 83,54% | 83,54% |
02/08/2024 | 12,26% | 0,10 CHF | 0,11 CHF | 322 897 | 20 000 | 312 809 | 20 000 | 33 620 CHF | 2 433 CHF | 95,83% | 95,83% |
31/07/2024 | 7,80% | 0,12 CHF | 0,13 CHF | 285 989 | 75 000 | 284 438 | 61 775 | 36 413 CHF | 8 459 CHF | 15,72% | 15,72% |