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 | 6,69% | 0,16 CHF | 0,17 CHF | 288 324 | 50 000 | 297 153 | 50 000 | 42 987 CHF | 7 737 CHF | 83,98% | 83,98% |
14/08/2024 | 6,94% | 0,14 CHF | 0,15 CHF | 301 366 | 50 000 | 312 717 | 49 267 | 43 518 CHF | 7 348 CHF | 98,49% | 98,49% |
13/08/2024 | 7,45% | 0,13 CHF | 0,14 CHF | 334 893 | 50 000 | 326 473 | 50 000 | 42 273 CHF | 6 979 CHF | 89,09% | 89,09% |
12/08/2024 | 7,07% | 0,14 CHF | 0,15 CHF | 326 663 | 50 000 | 327 949 | 50 000 | 44 827 CHF | 7 335 CHF | 97,63% | 97,63% |
09/08/2024 | 7,05% | 0,13 CHF | 0,14 CHF | 327 058 | 50 000 | 319 951 | 50 000 | 43 871 CHF | 7 365 CHF | 93,54% | 93,54% |
08/08/2024 | 6,83% | 0,14 CHF | 0,15 CHF | 329 006 | 50 000 | 320 365 | 50 000 | 45 331 CHF | 7 577 CHF | 86,55% | 86,55% |
07/08/2024 | 11,98% | 0,15 CHF | 0,16 CHF | 312 947 | 50 000 | 38 448 | 26 168 | 5 127 CHF | 3 687 CHF | 75,89% | 75,89% |
06/08/2024 | 6,94% | 0,16 CHF | 0,17 CHF | 329 492 | 50 000 | 321 105 | 39 389 | 48 371 CHF | 6 318 CHF | 95,81% | 95,81% |
02/08/2024 | 12,35% | 0,14 CHF | 0,16 CHF | 326 879 | 10 000 | 326 530 | 10 000 | 47 582 CHF | 1 649 CHF | 93,76% | 93,76% |
31/07/2024 | 5,66% | 0,18 CHF | 0,19 CHF | 280 000 | 50 000 | 279 986 | 47 425 | 50 401 CHF | 9 024 CHF | 30,25% | 30,25% |