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 | 8,62% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 463 595 | 463 594 | 51 467 CHF | 56 103 CHF | 100,00% | 100,00% |
14/08/2024 | 7,40% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 398 530 | 398 529 | 51 884 CHF | 55 869 CHF | 100,00% | 100,00% |
13/08/2024 | 6,74% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 366 060 | 366 060 | 52 463 CHF | 56 123 CHF | 98,89% | 98,89% |
12/08/2024 | 6,20% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 333 557 | 333 554 | 52 150 CHF | 55 485 CHF | 98,94% | 98,94% |
09/08/2024 | 5,84% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 313 022 | 313 022 | 52 011 CHF | 55 141 CHF | 100,00% | 100,00% |
08/08/2024 | 5,02% | 0,19 CHF | 0,20 CHF | 300 000 | 300 000 | 267 782 | 267 785 | 52 007 CHF | 54 686 CHF | 100,00% | 100,00% |
07/08/2024 | 4,75% | 0,19 CHF | 0,20 CHF | 250 000 | 250 000 | 250 865 | 250 859 | 51 706 CHF | 54 214 CHF | 99,40% | 99,40% |
06/08/2024 | 3,88% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 203 602 | 203 602 | 51 515 CHF | 53 551 CHF | 99,33% | 99,33% |
02/08/2024 | 6,60% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 358 690 | 358 690 | 52 538 CHF | 56 125 CHF | 99,71% | 99,71% |
31/07/2024 | 8,22% | 0,12 CHF | 0,13 CHF | 475 000 | 475 000 | 444 690 | 444 696 | 51 877 CHF | 56 325 CHF | 32,10% | 32,10% |