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 | 17,68% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 975 561 | 491 023 | 50 328 CHF | 30 257 CHF | 99,39% | 99,39% |
14/08/2024 | 18,45% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 993 012 | 462 070 | 48 927 CHF | 27 540 CHF | 98,88% | 98,88% |
13/08/2024 | 18,10% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 990 208 | 496 736 | 49 754 CHF | 29 928 CHF | 98,89% | 98,89% |
12/08/2024 | 17,37% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 955 597 | 485 198 | 50 264 CHF | 30 388 CHF | 98,76% | 98,76% |
09/08/2024 | 16,66% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 916 567 | 469 026 | 50 462 CHF | 30 511 CHF | 98,82% | 98,82% |
08/08/2024 | 17,72% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 970 532 | 490 177 | 49 938 CHF | 30 135 CHF | 96,93% | 96,93% |
07/08/2024 | 15,91% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 879 993 | 446 105 | 50 928 CHF | 30 271 CHF | 98,63% | 98,63% |
06/08/2024 | 18,11% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 975 951 | 486 710 | 48 959 CHF | 29 326 CHF | 98,81% | 98,81% |
02/08/2024 | 14,28% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 774 982 | 399 127 | 50 395 CHF | 29 948 CHF | 99,37% | 99,37% |
30/07/2024 | 11,04% | 0,08 CHF | 0,09 CHF | 600 000 | 300 000 | 593 242 | 301 331 | 50 796 CHF | 28 822 CHF | 99,38% | 99,38% |