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 | 11,93% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 637 738 | 329 942 | 50 277 CHF | 29 305 CHF | 100,00% | 100,00% |
14/08/2024 | 11,18% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 601 236 | 309 627 | 50 776 CHF | 29 259 CHF | 100,00% | 100,00% |
13/08/2024 | 9,79% | 0,09 CHF | 0,10 CHF | 525 000 | 525 000 | 532 239 | 466 253 | 51 731 CHF | 50 366 CHF | 98,87% | 98,87% |
12/08/2024 | 10,50% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 570 924 | 309 569 | 51 538 CHF | 31 109 CHF | 98,91% | 98,91% |
09/08/2024 | 9,92% | 0,10 CHF | 0,11 CHF | 525 000 | 525 000 | 555 485 | 449 372 | 53 277 CHF | 48 066 CHF | 99,83% | 99,83% |
08/08/2024 | 9,12% | 0,10 CHF | 0,11 CHF | 525 000 | 525 000 | 506 163 | 503 225 | 53 031 CHF | 57 770 CHF | 100,00% | 100,00% |
07/08/2024 | 9,59% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 535 846 | 445 199 | 53 249 CHF | 49 493 CHF | 99,47% | 99,47% |
06/08/2024 | 8,73% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 491 601 | 489 451 | 53 905 CHF | 58 591 CHF | 99,36% | 99,36% |
02/08/2024 | 13,69% | 0,09 CHF | 0,10 CHF | 625 000 | 325 000 | 746 792 | 381 669 | 50 863 CHF | 29 820 CHF | 99,64% | 99,64% |
31/07/2024 | 17,23% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 984 243 | 496 371 | 52 314 CHF | 31 345 CHF | 32,11% | 32,11% |