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 | 8,25% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 441 047 | 441 046 | 51 261 CHF | 55 671 CHF | 99,80% | 99,80% |
14/08/2024 | 6,86% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 373 233 | 373 233 | 52 518 CHF | 56 250 CHF | 99,29% | 99,29% |
13/08/2024 | 7,35% | 0,14 CHF | 0,15 CHF | 400 000 | 400 000 | 398 721 | 398 722 | 52 263 CHF | 56 251 CHF | 99,57% | 99,57% |
12/08/2024 | 7,86% | 0,13 CHF | 0,14 CHF | 425 000 | 425 000 | 418 876 | 418 876 | 51 185 CHF | 55 374 CHF | 99,45% | 99,45% |
09/08/2024 | 7,01% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 379 853 | 379 853 | 52 324 CHF | 56 123 CHF | 99,47% | 99,47% |
08/08/2024 | 6,17% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 331 459 | 331 458 | 51 999 CHF | 55 313 CHF | 100,00% | 100,00% |
07/08/2024 | 6,56% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 352 406 | 352 405 | 51 963 CHF | 55 486 CHF | 99,49% | 99,49% |
06/08/2024 | 5,30% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 288 382 | 288 382 | 52 935 CHF | 55 819 CHF | 99,55% | 99,55% |
02/08/2024 | 8,45% | 0,15 CHF | 0,16 CHF | 375 000 | 375 000 | 460 249 | 451 576 | 52 192 CHF | 55 840 CHF | 100,00% | 100,00% |
30/07/2024 | 14,67% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 799 661 | 408 220 | 50 520 CHF | 29 882 CHF | 100,00% | 100,00% |