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 | 5,79% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 311 465 | 311 465 | 52 295 CHF | 55 409 CHF | 99,80% | 99,80% |
14/08/2024 | 6,10% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 327 471 | 327 471 | 51 990 CHF | 55 265 CHF | 99,28% | 99,28% |
13/08/2024 | 6,83% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 371 382 | 371 383 | 52 516 CHF | 56 230 CHF | 99,59% | 99,59% |
12/08/2024 | 6,45% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 350 413 | 350 414 | 52 531 CHF | 56 036 CHF | 99,45% | 99,45% |
09/08/2024 | 7,09% | 0,14 CHF | 0,15 CHF | 400 000 | 400 000 | 385 345 | 385 345 | 52 440 CHF | 56 294 CHF | 99,47% | 99,47% |
08/08/2024 | 8,13% | 0,14 CHF | 0,15 CHF | 400 000 | 400 000 | 439 830 | 439 830 | 51 881 CHF | 56 280 CHF | 99,99% | 99,99% |
07/08/2024 | 7,88% | 0,14 CHF | 0,15 CHF | 400 000 | 400 000 | 426 330 | 426 330 | 51 995 CHF | 56 258 CHF | 99,42% | 99,42% |
06/08/2024 | 9,71% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 515 849 | 449 716 | 50 525 CHF | 49 028 CHF | 99,56% | 99,56% |
02/08/2024 | 8,13% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 434 365 | 434 365 | 51 231 CHF | 55 574 CHF | 100,00% | 100,00% |
30/07/2024 | 5,70% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 306 190 | 306 190 | 52 247 CHF | 55 309 CHF | 100,00% | 100,00% |