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 | 7,82% | 0,14 CHF | 0,15 CHF | 360 000 | 75 000 | 406 764 | 74 200 | 50 445 CHF | 10 009 CHF | 91,59% | 91,59% |
14/08/2024 | 9,11% | 0,11 CHF | 0,12 CHF | 460 000 | 75 000 | 462 946 | 73 577 | 50 520 CHF | 8 796 CHF | 93,48% | 93,48% |
13/08/2024 | 10,07% | 0,10 CHF | 0,11 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 47 268 CHF | 7 840 CHF | 90,01% | 90,01% |
12/08/2024 | 9,80% | 0,10 CHF | 0,11 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 48 612 CHF | 8 042 CHF | 99,61% | 99,61% |
09/08/2024 | 9,87% | 0,09 CHF | 0,10 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 48 273 CHF | 7 991 CHF | 99,48% | 99,48% |
08/08/2024 | 13,83% | 0,09 CHF | 0,10 CHF | 500 000 | 75 000 | 439 433 | 70 089 | 32 475 CHF | 5 916 CHF | 95,86% | 95,86% |
07/08/2024 | 11,75% | 0,09 CHF | 0,10 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 40 250 CHF | 6 788 CHF | 98,24% | 98,24% |
06/08/2024 | 17,51% | 0,07 CHF | 0,08 CHF | 500 000 | 75 000 | 500 000 | 63 956 | 33 476 CHF | 5 067 CHF | 85,43% | 85,43% |
02/08/2024 | 26,77% | 0,07 CHF | 0,10 CHF | 500 000 | 20 000 | 500 000 | 20 000 | 42 658 CHF | 2 227 CHF | 93,13% | 93,13% |
31/07/2024 | 6,90% | 0,15 CHF | 0,16 CHF | 340 000 | 75 000 | 337 841 | 70 768 | 51 008 CHF | 11 431 CHF | 30,66% | 30,66% |