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 | 14,66% | 0,07 CHF | 0,08 CHF | 850 000 | 425 000 | 802 422 | 408 778 | 50 719 CHF | 29 941 CHF | 100,00% | 100,00% |
14/08/2024 | 13,33% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 723 459 | 374 228 | 50 672 CHF | 29 954 CHF | 100,00% | 100,00% |
13/08/2024 | 12,32% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 658 612 | 342 967 | 50 131 CHF | 29 541 CHF | 98,83% | 98,83% |
12/08/2024 | 12,10% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 642 798 | 334 493 | 49 903 CHF | 29 308 CHF | 99,02% | 99,02% |
09/08/2024 | 11,29% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 605 563 | 310 431 | 50 653 CHF | 29 066 CHF | 99,84% | 99,84% |
08/08/2024 | 10,01% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 533 942 | 415 883 | 50 610 CHF | 44 283 CHF | 100,00% | 100,00% |
07/08/2024 | 10,27% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 546 875 | 394 511 | 50 533 CHF | 41 192 CHF | 99,48% | 99,48% |
06/08/2024 | 9,66% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 501 660 | 478 838 | 49 471 CHF | 52 192 CHF | 99,35% | 99,35% |
02/08/2024 | 10,78% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 576 492 | 315 146 | 50 649 CHF | 31 032 CHF | 99,67% | 99,67% |
31/07/2024 | 14,24% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 765 644 | 395 466 | 49 895 CHF | 29 748 CHF | 32,10% | 32,10% |