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 | 14,43% | 0,07 CHF | 0,08 CHF | 850 000 | 425 000 | 790 072 | 404 017 | 50 811 CHF | 30 034 CHF | 100,00% | 100,00% |
14/08/2024 | 13,20% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 715 329 | 370 163 | 50 599 CHF | 29 887 CHF | 100,00% | 100,00% |
13/08/2024 | 10,88% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 581 387 | 323 909 | 50 565 CHF | 31 698 CHF | 98,94% | 98,94% |
12/08/2024 | 10,96% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 592 205 | 303 791 | 51 090 CHF | 29 251 CHF | 98,79% | 98,79% |
09/08/2024 | 9,85% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 523 474 | 422 971 | 50 498 CHF | 45 630 CHF | 99,83% | 99,83% |
08/08/2024 | 7,52% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 405 213 | 405 212 | 51 865 CHF | 55 917 CHF | 100,00% | 100,00% |
07/08/2024 | 7,65% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 409 052 | 409 052 | 51 509 CHF | 55 599 CHF | 99,47% | 99,47% |
06/08/2024 | 5,69% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 307 366 | 307 369 | 52 572 CHF | 55 646 CHF | 99,57% | 99,57% |
02/08/2024 | 12,86% | 0,10 CHF | 0,11 CHF | 575 000 | 300 000 | 694 190 | 359 113 | 50 525 CHF | 29 726 CHF | 99,78% | 99,78% |
31/07/2024 | 14,44% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 776 984 | 400 683 | 50 001 CHF | 29 787 CHF | 32,10% | 32,10% |