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 | 7,42% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 399 965 | 395 138 | 51 893 CHF | 55 266 CHF | 99,49% | 99,49% |
14/08/2024 | 9,55% | 0,10 CHF | 0,11 CHF | 575 000 | 300 000 | 507 983 | 469 076 | 50 658 CHF | 51 734 CHF | 98,89% | 98,89% |
13/08/2024 | 11,69% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 624 669 | 363 908 | 50 303 CHF | 33 597 CHF | 98,83% | 98,83% |
12/08/2024 | 9,47% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 498 988 | 490 354 | 50 193 CHF | 54 284 CHF | 98,86% | 98,86% |
09/08/2024 | 7,90% | 0,13 CHF | 0,14 CHF | 425 000 | 425 000 | 425 130 | 425 130 | 51 731 CHF | 55 983 CHF | 98,90% | 98,90% |
08/08/2024 | 9,84% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 533 204 | 355 981 | 51 505 CHF | 39 091 CHF | 96,90% | 96,90% |
07/08/2024 | 8,57% | 0,13 CHF | 0,14 CHF | 425 000 | 425 000 | 463 444 | 463 444 | 51 783 CHF | 56 418 CHF | 98,93% | 98,93% |
06/08/2024 | 10,35% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 550 467 | 339 877 | 50 477 CHF | 34 989 CHF | 98,73% | 98,73% |
02/08/2024 | 8,98% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 475 455 | 419 779 | 50 569 CHF | 50 251 CHF | 99,30% | 99,30% |
30/07/2024 | 8,73% | 0,12 CHF | 0,13 CHF | 375 000 | 375 000 | 465 719 | 324 435 | 51 165 CHF | 42 640 CHF | 98,80% | 98,80% |