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 | 11,75% | 0,09 CHF | 0,11 CHF | 443 224 | 75 000 | 440 622 | 74 597 | 43 226 CHF | 8 223 CHF | 98,38% | 98,38% |
14/08/2024 | 13,61% | 0,11 CHF | 0,12 CHF | 413 365 | 75 000 | 420 466 | 73 977 | 42 963 CHF | 8 661 CHF | 98,49% | 98,49% |
13/08/2024 | 12,58% | 0,10 CHF | 0,11 CHF | 445 164 | 75 000 | 415 399 | 75 000 | 43 322 CHF | 8 913 CHF | 96,74% | 96,74% |
12/08/2024 | 10,71% | 0,12 CHF | 0,14 CHF | 370 386 | 75 000 | 362 953 | 75 000 | 47 566 CHF | 10 934 CHF | 69,91% | 69,91% |
09/08/2024 | 9,82% | 0,14 CHF | 0,15 CHF | 348 379 | 75 000 | 340 068 | 75 000 | 49 314 CHF | 12 008 CHF | 91,51% | 91,51% |
08/08/2024 | 9,71% | 0,15 CHF | 0,16 CHF | 333 328 | 75 000 | 343 946 | 75 000 | 48 811 CHF | 11 746 CHF | 91,38% | 91,38% |
07/08/2024 | 10,55% | 0,17 CHF | 0,18 CHF | 318 893 | 75 000 | 317 998 | 75 000 | 49 961 CHF | 13 123 CHF | 30,72% | 30,72% |
06/08/2024 | 13,37% | 0,14 CHF | 0,15 CHF | 346 648 | 75 000 | 344 121 | 62 177 | 48 072 CHF | 9 910 CHF | 79,89% | 79,89% |
02/08/2024 | 29,55% | 0,13 CHF | 0,17 CHF | 354 420 | 20 000 | 362 806 | 20 000 | 44 395 CHF | 3 298 CHF | 95,60% | 95,60% |
31/07/2024 | 12,12% | 0,15 CHF | 0,16 CHF | 353 248 | 75 000 | 345 799 | 66 552 | 49 681 CHF | 10 767 CHF | 8,81% | 8,81% |