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 | 8,23% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 441 209 | 441 209 | 51 383 CHF | 55 795 CHF | 99,39% | 99,39% |
14/08/2024 | 7,81% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 416 277 | 416 277 | 51 258 CHF | 55 421 CHF | 98,87% | 98,87% |
13/08/2024 | 7,43% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 400 791 | 400 791 | 51 965 CHF | 55 973 CHF | 98,91% | 98,91% |
12/08/2024 | 7,47% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 402 107 | 402 107 | 51 842 CHF | 55 863 CHF | 98,80% | 98,80% |
09/08/2024 | 7,61% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 408 169 | 408 169 | 51 644 CHF | 55 726 CHF | 98,83% | 98,83% |
08/08/2024 | 7,06% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 384 013 | 384 013 | 52 465 CHF | 56 305 CHF | 96,89% | 96,89% |
07/08/2024 | 7,87% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 418 336 | 418 336 | 51 080 CHF | 55 263 CHF | 98,64% | 98,64% |
06/08/2024 | 6,26% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 337 032 | 337 032 | 52 179 CHF | 55 550 CHF | 98,90% | 98,90% |
02/08/2024 | 8,00% | 0,13 CHF | 0,14 CHF | 425 000 | 425 000 | 426 206 | 426 206 | 51 188 CHF | 55 450 CHF | 99,36% | 99,36% |
30/07/2024 | 9,30% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 491 580 | 491 580 | 50 432 CHF | 55 348 CHF | 99,39% | 99,39% |