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 | 9,79% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 523 649 | 432 313 | 50 825 CHF | 46 971 CHF | 99,39% | 99,39% |
14/08/2024 | 8,53% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 460 990 | 460 990 | 51 725 CHF | 56 335 CHF | 98,88% | 98,88% |
13/08/2024 | 7,69% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 412 544 | 412 544 | 51 578 CHF | 55 704 CHF | 98,94% | 98,94% |
12/08/2024 | 7,99% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 424 637 | 424 637 | 51 049 CHF | 55 296 CHF | 98,84% | 98,84% |
09/08/2024 | 7,04% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 381 442 | 381 442 | 52 290 CHF | 56 104 CHF | 98,60% | 98,60% |
08/08/2024 | 6,49% | 0,15 CHF | 0,16 CHF | 375 000 | 375 000 | 351 300 | 351 300 | 52 422 CHF | 55 935 CHF | 96,91% | 96,91% |
07/08/2024 | 6,59% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 355 545 | 355 545 | 52 177 CHF | 55 732 CHF | 98,67% | 98,67% |
06/08/2024 | 5,58% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 302 285 | 302 285 | 52 669 CHF | 55 692 CHF | 98,90% | 98,90% |
02/08/2024 | 8,12% | 0,15 CHF | 0,16 CHF | 375 000 | 375 000 | 443 627 | 442 078 | 52 470 CHF | 56 720 CHF | 99,39% | 99,39% |
30/07/2024 | 12,68% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 682 366 | 354 349 | 50 397 CHF | 29 716 CHF | 99,38% | 99,38% |