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 | 7,93% | 0,17 CHF | 0,18 CHF | 240 117 | 50 000 | 238 224 | 49 306 | 40 798 CHF | 9 137 CHF | 98,38% | 98,38% |
14/08/2024 | 8,47% | 0,17 CHF | 0,19 CHF | 238 670 | 50 000 | 245 147 | 48 403 | 40 049 CHF | 8 609 CHF | 98,49% | 98,49% |
13/08/2024 | 8,60% | 0,16 CHF | 0,17 CHF | 254 118 | 50 000 | 253 031 | 50 000 | 39 498 CHF | 8 510 CHF | 97,09% | 97,09% |
12/08/2024 | 7,22% | 0,15 CHF | 0,16 CHF | 258 322 | 50 000 | 237 898 | 50 000 | 40 227 CHF | 9 099 CHF | 100,00% | 100,00% |
09/08/2024 | 6,97% | 0,18 CHF | 0,20 CHF | 228 109 | 50 000 | 224 036 | 50 000 | 41 249 CHF | 9 880 CHF | 100,00% | 100,00% |
08/08/2024 | 6,44% | 0,20 CHF | 0,22 CHF | 211 153 | 50 000 | 211 204 | 50 000 | 41 208 CHF | 10 420 CHF | 95,93% | 95,93% |
07/08/2024 | 7,61% | 0,20 CHF | 0,21 CHF | 204 220 | 50 000 | 212 169 | 50 000 | 40 407 CHF | 10 284 CHF | 100,00% | 100,00% |
06/08/2024 | 11,43% | 0,16 CHF | 0,17 CHF | 236 742 | 50 000 | 238 134 | 37 653 | 37 196 CHF | 6 567 CHF | 99,55% | 99,55% |
02/08/2024 | 23,25% | 0,21 CHF | 0,25 CHF | 191 274 | 10 000 | 230 456 | 10 000 | 36 749 CHF | 2 027 CHF | 91,83% | 91,83% |
31/07/2024 | 8,31% | 0,17 CHF | 0,18 CHF | 240 159 | 50 000 | 231 728 | 45 480 | 39 902 CHF | 8 475 CHF | 29,57% | 29,57% |