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 | 17,17% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 948 232 | 480 410 | 50 498 CHF | 30 404 CHF | 100,00% | 100,00% |
14/08/2024 | 14,79% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 810 014 | 408 333 | 50 711 CHF | 29 660 CHF | 100,00% | 100,00% |
13/08/2024 | 15,41% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 837 218 | 427 990 | 50 090 CHF | 29 903 CHF | 98,93% | 98,93% |
12/08/2024 | 14,03% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 762 622 | 390 789 | 50 548 CHF | 29 816 CHF | 98,95% | 98,95% |
09/08/2024 | 12,50% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 673 856 | 349 302 | 50 553 CHF | 29 700 CHF | 99,85% | 99,85% |
08/08/2024 | 12,52% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 674 490 | 348 709 | 50 510 CHF | 29 595 CHF | 100,00% | 100,00% |
07/08/2024 | 10,72% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 578 625 | 343 457 | 51 109 CHF | 34 290 CHF | 99,46% | 99,46% |
06/08/2024 | 12,89% | 0,08 CHF | 0,09 CHF | 725 000 | 375 000 | 681 187 | 355 055 | 49 676 CHF | 29 400 CHF | 98,66% | 98,66% |
02/08/2024 | 4,19% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 226 448 | 226 448 | 52 915 CHF | 55 179 CHF | 99,77% | 99,77% |
31/07/2024 | 3,66% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 53 773 CHF | 55 773 CHF | 32,10% | 32,10% |