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 | 8,71% | 0,10 CHF | 0,11 CHF | 475 000 | 475 000 | 469 327 | 469 328 | 51 537 CHF | 56 230 CHF | 99,80% | 99,80% |
14/08/2024 | 7,66% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 410 299 | 410 299 | 51 506 CHF | 55 609 CHF | 99,29% | 99,29% |
13/08/2024 | 6,91% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 376 044 | 376 045 | 52 525 CHF | 56 285 CHF | 99,59% | 99,59% |
12/08/2024 | 6,93% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 375 840 | 375 840 | 52 397 CHF | 56 155 CHF | 99,45% | 99,45% |
09/08/2024 | 6,08% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 326 035 | 326 035 | 51 949 CHF | 55 209 CHF | 99,48% | 99,48% |
08/08/2024 | 5,40% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 292 736 | 292 736 | 52 744 CHF | 55 671 CHF | 100,00% | 100,00% |
07/08/2024 | 5,51% | 0,15 CHF | 0,16 CHF | 325 000 | 325 000 | 292 349 | 292 348 | 51 578 CHF | 54 502 CHF | 99,41% | 99,41% |
06/08/2024 | 4,49% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 245 292 | 245 292 | 53 450 CHF | 55 903 CHF | 99,54% | 99,54% |
02/08/2024 | 6,01% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 323 134 | 323 134 | 52 140 CHF | 55 371 CHF | 99,99% | 99,99% |
30/07/2024 | 10,73% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 583 302 | 300 000 | 51 439 CHF | 29 468 CHF | 100,00% | 100,00% |