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 | 8,01% | 0,13 CHF | 0,14 CHF | 383 352 | 50 000 | 394 769 | 50 000 | 47 371 CHF | 6 505 CHF | 83,85% | 83,85% |
14/08/2024 | 8,37% | 0,12 CHF | 0,13 CHF | 404 468 | 50 000 | 404 378 | 49 267 | 46 384 CHF | 6 140 CHF | 98,49% | 98,49% |
13/08/2024 | 9,00% | 0,11 CHF | 0,12 CHF | 437 585 | 50 000 | 424 794 | 50 000 | 45 145 CHF | 5 820 CHF | 89,09% | 89,09% |
12/08/2024 | 8,63% | 0,11 CHF | 0,12 CHF | 416 257 | 50 000 | 420 399 | 50 000 | 46 623 CHF | 6 046 CHF | 93,93% | 93,93% |
09/08/2024 | 8,46% | 0,11 CHF | 0,12 CHF | 416 083 | 50 000 | 412 259 | 50 000 | 46 744 CHF | 6 172 CHF | 93,54% | 93,54% |
08/08/2024 | 8,44% | 0,12 CHF | 0,13 CHF | 417 176 | 50 000 | 418 998 | 50 000 | 47 639 CHF | 6 186 CHF | 78,03% | 78,03% |
07/08/2024 | 15,30% | 0,13 CHF | 0,14 CHF | 406 468 | 50 000 | 31 402 | 25 420 | 3 347 CHF | 3 059 CHF | 91,97% | 91,97% |
06/08/2024 | 8,68% | 0,12 CHF | 0,13 CHF | 420 000 | 50 000 | 409 176 | 40 146 | 50 035 CHF | 5 305 CHF | 95,18% | 95,18% |
02/08/2024 | 16,21% | 0,11 CHF | 0,13 CHF | 418 666 | 10 000 | 417 579 | 10 000 | 46 809 CHF | 1 319 CHF | 96,47% | 96,47% |
31/07/2024 | 7,12% | 0,15 CHF | 0,16 CHF | 340 000 | 50 000 | 352 146 | 47 425 | 50 636 CHF | 7 315 CHF | 30,25% | 30,25% |