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 | 13,33% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 722 326 | 373 663 | 50 590 CHF | 29 910 CHF | 99,38% | 99,38% |
14/08/2024 | 12,47% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 668 637 | 347 870 | 50 290 CHF | 29 643 CHF | 98,87% | 98,87% |
13/08/2024 | 11,36% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 606 279 | 309 183 | 50 347 CHF | 28 759 CHF | 98,94% | 98,94% |
12/08/2024 | 11,56% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 613 866 | 316 211 | 50 023 CHF | 28 921 CHF | 98,84% | 98,84% |
09/08/2024 | 11,45% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 609 714 | 312 663 | 50 213 CHF | 28 859 CHF | 98,86% | 98,86% |
08/08/2024 | 10,98% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 591 087 | 299 624 | 50 900 CHF | 28 806 CHF | 96,86% | 96,86% |
07/08/2024 | 11,75% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 625 797 | 328 619 | 50 165 CHF | 29 671 CHF | 98,66% | 98,66% |
06/08/2024 | 10,00% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 534 866 | 403 200 | 50 802 CHF | 42 904 CHF | 98,89% | 98,89% |
02/08/2024 | 13,29% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 719 643 | 370 416 | 50 557 CHF | 29 739 CHF | 99,39% | 99,39% |
30/07/2024 | 19,80% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 989 820 | 360 526 | 45 419 CHF | 20 642 CHF | 99,39% | 99,39% |