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 | 9,32% | 0,11 CHF | 0,12 CHF | 368 369 | 75 000 | 380 071 | 73 950 | 38 970 CHF | 8 324 CHF | 99,18% | 99,18% |
14/08/2024 | 8,87% | 0,10 CHF | 0,11 CHF | 367 637 | 75 000 | 362 039 | 73 268 | 39 072 CHF | 8 639 CHF | 98,49% | 98,49% |
13/08/2024 | 9,31% | 0,11 CHF | 0,12 CHF | 370 384 | 75 000 | 370 833 | 75 000 | 38 031 CHF | 8 443 CHF | 96,31% | 96,31% |
12/08/2024 | 8,88% | 0,10 CHF | 0,11 CHF | 369 081 | 75 000 | 364 363 | 75 000 | 39 230 CHF | 8 834 CHF | 100,00% | 100,00% |
09/08/2024 | 9,22% | 0,10 CHF | 0,11 CHF | 371 334 | 75 000 | 372 516 | 75 000 | 38 641 CHF | 8 528 CHF | 100,00% | 100,00% |
08/08/2024 | 10,29% | 0,10 CHF | 0,11 CHF | 409 399 | 75 000 | 407 733 | 75 000 | 37 656 CHF | 7 676 CHF | 96,77% | 96,77% |
07/08/2024 | 9,14% | 0,11 CHF | 0,12 CHF | 382 548 | 75 000 | 382 394 | 75 000 | 40 000 CHF | 8 596 CHF | 99,01% | 99,01% |
06/08/2024 | 9,32% | 0,10 CHF | 0,11 CHF | 384 845 | 75 000 | 381 026 | 59 755 | 39 018 CHF | 6 635 CHF | 84,28% | 84,28% |
02/08/2024 | 11,59% | 0,13 CHF | 0,15 CHF | 321 229 | 20 000 | 312 786 | 20 000 | 44 155 CHF | 3 170 CHF | 89,88% | 89,88% |
31/07/2024 | 5,94% | 0,16 CHF | 0,17 CHF | 291 525 | 75 000 | 291 376 | 61 775 | 47 611 CHF | 10 639 CHF | 15,72% | 15,72% |