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 | 13,63% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 741 798 | 378 729 | 50 683 CHF | 29 673 CHF | 100,00% | 100,00% |
14/08/2024 | 14,71% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 805 639 | 410 213 | 50 731 CHF | 29 946 CHF | 99,49% | 99,49% |
13/08/2024 | 16,00% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 879 870 | 446 430 | 50 598 CHF | 30 128 CHF | 99,56% | 99,56% |
12/08/2024 | 15,57% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 860 999 | 432 333 | 51 016 CHF | 29 935 CHF | 99,43% | 99,43% |
09/08/2024 | 14,95% | 0,07 CHF | 0,08 CHF | 850 000 | 425 000 | 823 318 | 416 106 | 50 942 CHF | 29 920 CHF | 99,48% | 99,48% |
08/08/2024 | 17,35% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 958 111 | 483 208 | 50 465 CHF | 30 292 CHF | 97,50% | 97,50% |
07/08/2024 | 17,05% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 942 961 | 476 427 | 50 607 CHF | 30 370 CHF | 99,27% | 99,27% |
06/08/2024 | 19,05% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 992 432 | 379 881 | 47 251 CHF | 22 139 CHF | 99,48% | 99,48% |
02/08/2024 | 14,35% | 0,06 CHF | 0,07 CHF | 775 000 | 400 000 | 775 141 | 398 107 | 50 164 CHF | 29 754 CHF | 100,00% | 100,00% |
30/07/2024 | 10,37% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 558 077 | 356 959 | 51 038 CHF | 36 670 CHF | 100,00% | 100,00% |