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 | 15,03% | 0,09 CHF | 0,10 CHF | 375 119 | 75 000 | 387 658 | 74 598 | 33 986 CHF | 7 604 CHF | 98,36% | 98,36% |
14/08/2024 | 12,43% | 0,09 CHF | 0,10 CHF | 376 956 | 75 000 | 382 800 | 73 978 | 34 090 CHF | 7 451 CHF | 98,49% | 98,49% |
13/08/2024 | 17,33% | 0,09 CHF | 0,11 CHF | 357 433 | 75 000 | 400 364 | 75 000 | 33 207 CHF | 7 416 CHF | 97,10% | 97,10% |
12/08/2024 | 22,87% | 0,07 CHF | 0,09 CHF | 448 283 | 75 000 | 481 662 | 75 000 | 29 688 CHF | 5 824 CHF | 92,01% | 92,01% |
09/08/2024 | 13,71% | 0,09 CHF | 0,11 CHF | 357 073 | 75 000 | 359 771 | 75 000 | 34 719 CHF | 8 317 CHF | 100,00% | 100,00% |
08/08/2024 | 19,05% | 0,07 CHF | 0,09 CHF | 423 404 | 75 000 | 422 108 | 75 000 | 31 458 CHF | 6 750 CHF | 96,70% | 96,70% |
07/08/2024 | 20,74% | 0,08 CHF | 0,10 CHF | 413 187 | 75 000 | 424 089 | 75 000 | 31 368 CHF | 6 825 CHF | 100,00% | 100,00% |
06/08/2024 | 29,49% | 0,07 CHF | 0,08 CHF | 448 008 | 75 000 | 454 714 | 64 711 | 28 739 CHF | 5 441 CHF | 99,56% | 99,56% |
02/08/2024 | 53,13% | 0,07 CHF | 0,12 CHF | 402 589 | 20 000 | 377 390 | 20 000 | 27 694 CHF | 2 527 CHF | 95,57% | 95,57% |
31/07/2024 | 16,41% | 0,10 CHF | 0,12 CHF | 365 667 | 75 000 | 363 705 | 72 475 | 35 881 CHF | 8 421 CHF | 29,49% | 29,49% |