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 | 8,27% | 0,14 CHF | 0,15 CHF | 400 000 | 400 000 | 450 067 | 450 067 | 52 165 CHF | 56 666 CHF | 99,38% | 99,38% |
14/08/2024 | 9,60% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 502 588 | 484 722 | 49 836 CHF | 53 055 CHF | 98,88% | 98,88% |
13/08/2024 | 9,78% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 511 052 | 440 167 | 49 660 CHF | 47 633 CHF | 98,92% | 98,92% |
12/08/2024 | 9,63% | 0,10 CHF | 0,11 CHF | 250 000 | 250 000 | 489 568 | 454 764 | 48 362 CHF | 49 675 CHF | 98,76% | 98,76% |
09/08/2024 | 9,69% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 509 573 | 466 442 | 50 052 CHF | 50 757 CHF | 98,84% | 98,84% |
08/08/2024 | 10,19% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 545 645 | 379 356 | 50 808 CHF | 39 694 CHF | 96,91% | 96,91% |
07/08/2024 | 13,14% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 711 911 | 369 358 | 50 633 CHF | 29 964 CHF | 98,64% | 98,64% |
06/08/2024 | 14,39% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 773 990 | 398 921 | 49 762 CHF | 29 702 CHF | 98,88% | 98,88% |
02/08/2024 | 9,57% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 505 248 | 482 100 | 50 302 CHF | 53 185 CHF | 99,38% | 99,38% |
30/07/2024 | 6,42% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 346 710 | 346 710 | 52 265 CHF | 55 732 CHF | 99,38% | 99,38% |