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 | 18,44% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 992 433 | 455 621 | 49 008 CHF | 27 284 CHF | 100,00% | 100,00% |
14/08/2024 | 15,52% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 856 195 | 428 866 | 50 911 CHF | 29 786 CHF | 100,00% | 100,00% |
13/08/2024 | 14,62% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 797 904 | 407 633 | 50 582 CHF | 29 931 CHF | 98,90% | 98,90% |
12/08/2024 | 13,41% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 723 860 | 375 323 | 50 370 CHF | 29 871 CHF | 98,98% | 98,98% |
09/08/2024 | 12,91% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 695 593 | 360 169 | 50 375 CHF | 29 688 CHF | 100,00% | 100,00% |
08/08/2024 | 11,00% | 0,09 CHF | 0,10 CHF | 625 000 | 325 000 | 590 794 | 347 070 | 50 771 CHF | 33 822 CHF | 100,00% | 100,00% |
07/08/2024 | 10,44% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 564 602 | 338 845 | 51 239 CHF | 34 637 CHF | 99,40% | 99,40% |
06/08/2024 | 8,37% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 450 459 | 450 465 | 51 531 CHF | 56 036 CHF | 99,36% | 99,36% |
02/08/2024 | 14,66% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 797 985 | 407 702 | 50 446 CHF | 29 859 CHF | 99,76% | 99,76% |
31/07/2024 | 17,75% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 966 622 | 485 611 | 49 580 CHF | 29 777 CHF | 32,10% | 32,10% |