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 | 8,74% | 0,10 CHF | 0,11 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 65 820 CHF | 23 940 CHF | 97,91% | 97,91% |
14/08/2024 | 7,67% | 0,12 CHF | 0,13 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 75 495 CHF | 27 165 CHF | 99,18% | 99,18% |
13/08/2024 | 9,78% | 0,11 CHF | 0,12 CHF | 600 000 | 200 000 | 734 170 | 244 723 | 71 470 CHF | 26 271 CHF | 99,15% | 99,15% |
12/08/2024 | 6,65% | 0,10 CHF | 0,11 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 88 469 CHF | 31 490 CHF | 99,61% | 99,61% |
09/08/2024 | 5,47% | 0,18 CHF | 0,19 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 106 759 CHF | 37 586 CHF | 99,54% | 99,54% |
08/08/2024 | 6,26% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 93 823 CHF | 33 274 CHF | 99,51% | 99,51% |
07/08/2024 | 5,77% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 101 527 CHF | 35 842 CHF | 99,37% | 99,37% |
06/08/2024 | 4,70% | 0,18 CHF | 0,19 CHF | 600 000 | 200 000 | 466 885 | 155 628 | 96 659 CHF | 33 776 CHF | 98,90% | 98,90% |
02/08/2024 | 4,79% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 576 763 | 192 254 | 118 132 CHF | 41 300 CHF | 99,27% | 99,27% |
30/07/2024 | 8,30% | 0,12 CHF | 0,13 CHF | 900 000 | 300 000 | 898 142 | 299 381 | 103 934 CHF | 37 639 CHF | 98,81% | 98,81% |