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 | 12,76% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 684 635 | 355 169 | 50 216 CHF | 29 605 CHF | 99,39% | 99,39% |
14/08/2024 | 10,78% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 584 703 | 302 442 | 51 326 CHF | 29 602 CHF | 98,87% | 98,87% |
13/08/2024 | 9,52% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 494 853 | 494 853 | 49 483 CHF | 54 432 CHF | 98,90% | 98,90% |
12/08/2024 | 9,98% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 528 763 | 406 022 | 50 276 CHF | 43 254 CHF | 98,55% | 98,55% |
09/08/2024 | 10,22% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 549 816 | 358 313 | 51 030 CHF | 37 274 CHF | 98,83% | 98,83% |
08/08/2024 | 9,49% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 496 776 | 496 776 | 49 853 CHF | 54 821 CHF | 96,83% | 96,83% |
07/08/2024 | 9,97% | 0,10 CHF | 0,11 CHF | 575 000 | 300 000 | 534 653 | 392 590 | 50 928 CHF | 41 915 CHF | 98,65% | 98,65% |
06/08/2024 | 7,82% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 417 597 | 417 597 | 51 330 CHF | 55 506 CHF | 98,85% | 98,85% |
02/08/2024 | 10,28% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 560 820 | 352 216 | 51 697 CHF | 36 429 CHF | 99,39% | 99,39% |
30/07/2024 | 15,29% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 839 271 | 421 872 | 50 683 CHF | 29 699 CHF | 99,38% | 99,38% |