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 | 7,76% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 762 088 | 254 029 | 94 849 CHF | 34 157 CHF | 83,74% | 83,74% |
14/08/2024 | 8,15% | 0,12 CHF | 0,13 CHF | 750 000 | 250 000 | 818 021 | 272 674 | 96 315 CHF | 34 832 CHF | 91,13% | 91,13% |
13/08/2024 | 11,83% | 0,09 CHF | 0,10 CHF | 900 000 | 300 000 | 990 620 | 390 620 | 79 268 CHF | 35 107 CHF | 94,71% | 94,71% |
12/08/2024 | 9,16% | 0,09 CHF | 0,10 CHF | 1 000 000 | 400 000 | 900 235 | 300 235 | 94 073 CHF | 34 374 CHF | 82,98% | 82,98% |
09/08/2024 | 8,11% | 0,11 CHF | 0,12 CHF | 900 000 | 300 000 | 899 638 | 299 879 | 107 068 CHF | 38 688 CHF | 90,29% | 90,29% |
08/08/2024 | 9,28% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 859 599 | 286 533 | 89 041 CHF | 32 546 CHF | 93,38% | 93,38% |
07/08/2024 | 8,90% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 873 719 | 291 240 | 94 257 CHF | 34 331 CHF | 95,33% | 95,33% |
06/08/2024 | 8,61% | 0,12 CHF | 0,13 CHF | 750 000 | 250 000 | 855 926 | 285 309 | 95 690 CHF | 34 750 CHF | 97,64% | 97,64% |
02/08/2024 | 4,58% | 0,18 CHF | 0,19 CHF | 750 000 | 250 000 | 602 409 | 200 803 | 128 741 CHF | 44 922 CHF | 95,91% | 95,91% |
30/07/2024 | 2,53% | 0,41 CHF | 0,42 CHF | 450 000 | 150 000 | 490 052 | 163 351 | 190 404 CHF | 65 101 CHF | 90,60% | 90,60% |