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 | 6,21% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 337 070 | 337 070 | 52 589 CHF | 55 960 CHF | 99,80% | 99,80% |
14/08/2024 | 6,86% | 0,14 CHF | 0,15 CHF | 400 000 | 400 000 | 373 459 | 373 459 | 52 573 CHF | 56 308 CHF | 99,28% | 99,28% |
13/08/2024 | 6,23% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 336 542 | 336 541 | 52 328 CHF | 55 693 CHF | 99,58% | 99,58% |
12/08/2024 | 5,96% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 319 092 | 319 093 | 51 964 CHF | 55 155 CHF | 99,45% | 99,45% |
09/08/2024 | 6,62% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 360 535 | 360 535 | 52 644 CHF | 56 250 CHF | 99,47% | 99,47% |
08/08/2024 | 7,50% | 0,16 CHF | 0,17 CHF | 350 000 | 350 000 | 401 890 | 401 890 | 51 644 CHF | 55 663 CHF | 100,00% | 100,00% |
07/08/2024 | 7,71% | 0,14 CHF | 0,15 CHF | 400 000 | 400 000 | 417 752 | 417 754 | 52 160 CHF | 56 337 CHF | 99,47% | 99,47% |
06/08/2024 | 9,23% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 488 173 | 470 823 | 50 524 CHF | 53 635 CHF | 99,55% | 99,55% |
02/08/2024 | 6,72% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 359 865 | 359 864 | 51 739 CHF | 55 337 CHF | 100,00% | 100,00% |
30/07/2024 | 4,27% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 226 311 | 226 312 | 51 896 CHF | 54 159 CHF | 100,00% | 100,00% |