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 | 10,61% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 578 376 | 300 000 | 51 612 CHF | 29 778 CHF | 100,00% | 100,00% |
14/08/2024 | 10,53% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 573 243 | 304 686 | 51 592 CHF | 30 469 CHF | 100,00% | 100,00% |
13/08/2024 | 9,59% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 499 496 | 485 447 | 49 605 CHF | 53 185 CHF | 98,76% | 98,76% |
12/08/2024 | 9,68% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 509 066 | 465 656 | 49 994 CHF | 50 744 CHF | 98,86% | 98,86% |
09/08/2024 | 9,13% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 487 980 | 487 980 | 51 050 CHF | 55 930 CHF | 99,82% | 99,82% |
08/08/2024 | 8,61% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 467 403 | 467 406 | 51 974 CHF | 56 648 CHF | 100,00% | 100,00% |
07/08/2024 | 8,34% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 442 854 | 442 849 | 50 916 CHF | 55 344 CHF | 99,48% | 99,48% |
06/08/2024 | 7,32% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 390 057 | 390 057 | 51 352 CHF | 55 253 CHF | 99,35% | 99,35% |
02/08/2024 | 9,77% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 511 970 | 445 243 | 49 824 CHF | 48 228 CHF | 99,78% | 99,78% |
31/07/2024 | 11,19% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 595 582 | 302 146 | 50 240 CHF | 28 506 CHF | 32,10% | 32,10% |