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 | 16,36% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 905 964 | 460 228 | 50 871 CHF | 30 437 CHF | 100,00% | 100,00% |
14/08/2024 | 15,33% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 845 844 | 423 615 | 50 952 CHF | 29 757 CHF | 99,48% | 99,48% |
13/08/2024 | 13,62% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 738 455 | 381 841 | 50 547 CHF | 29 956 CHF | 99,46% | 99,46% |
12/08/2024 | 13,79% | 0,07 CHF | 0,08 CHF | 250 000 | 250 000 | 713 292 | 376 861 | 48 207 CHF | 29 232 CHF | 99,30% | 99,30% |
09/08/2024 | 13,22% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 715 796 | 370 398 | 50 566 CHF | 29 872 CHF | 99,44% | 99,44% |
08/08/2024 | 12,16% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 651 037 | 338 019 | 50 298 CHF | 29 496 CHF | 97,51% | 97,51% |
07/08/2024 | 13,26% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 714 661 | 369 831 | 50 282 CHF | 29 723 CHF | 99,30% | 99,30% |
06/08/2024 | 10,41% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 556 839 | 327 981 | 50 721 CHF | 33 419 CHF | 99,43% | 99,43% |
02/08/2024 | 14,28% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 780 232 | 398 678 | 50 732 CHF | 29 933 CHF | 100,00% | 100,00% |
30/07/2024 | 24,21% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 36 430 CHF | 11 607 CHF | 100,00% | 100,00% |