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 | 8,24% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 440 415 | 440 414 | 51 213 CHF | 55 617 CHF | 99,80% | 99,80% |
14/08/2024 | 7,52% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 404 454 | 404 454 | 51 789 CHF | 55 834 CHF | 99,27% | 99,27% |
13/08/2024 | 7,41% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 400 000 | 400 000 | 51 992 CHF | 55 992 CHF | 99,58% | 99,58% |
12/08/2024 | 7,40% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 399 254 | 399 254 | 51 927 CHF | 55 919 CHF | 99,23% | 99,23% |
09/08/2024 | 6,67% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 360 966 | 360 966 | 52 302 CHF | 55 911 CHF | 99,47% | 99,47% |
08/08/2024 | 5,98% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 318 794 | 318 794 | 51 696 CHF | 54 884 CHF | 100,00% | 100,00% |
07/08/2024 | 6,26% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 336 672 | 336 671 | 52 087 CHF | 55 454 CHF | 99,47% | 99,47% |
06/08/2024 | 5,41% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 295 292 | 295 292 | 53 080 CHF | 56 033 CHF | 99,56% | 99,56% |
02/08/2024 | 7,65% | 0,14 CHF | 0,15 CHF | 400 000 | 400 000 | 412 776 | 410 846 | 51 919 CHF | 55 777 CHF | 100,00% | 100,00% |
30/07/2024 | 12,29% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 660 807 | 342 903 | 50 472 CHF | 29 621 CHF | 100,00% | 100,00% |