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 | 12,27% | 0,16 CHF | 0,18 CHF | 320 000 | 50 000 | 323 332 | 49 586 | 51 090 CHF | 8 874 CHF | 95,77% | 95,77% |
14/08/2024 | 13,51% | 0,16 CHF | 0,18 CHF | 320 000 | 50 000 | 344 312 | 49 182 | 50 830 CHF | 8 327 CHF | 91,19% | 91,19% |
13/08/2024 | 14,26% | 0,14 CHF | 0,17 CHF | 360 000 | 50 000 | 368 812 | 50 000 | 50 588 CHF | 7 945 CHF | 87,92% | 87,92% |
12/08/2024 | 12,06% | 0,16 CHF | 0,18 CHF | 320 000 | 50 000 | 317 721 | 50 000 | 51 053 CHF | 9 088 CHF | 86,68% | 86,68% |
09/08/2024 | 11,00% | 0,19 CHF | 0,21 CHF | 270 000 | 50 000 | 278 903 | 50 000 | 50 598 CHF | 10 132 CHF | 96,57% | 96,57% |
08/08/2024 | 13,40% | 0,16 CHF | 0,19 CHF | 320 000 | 50 000 | 347 070 | 50 000 | 50 674 CHF | 8 377 CHF | 91,10% | 91,10% |
07/08/2024 | 11,23% | 0,18 CHF | 0,20 CHF | 280 000 | 50 000 | 298 304 | 50 000 | 50 824 CHF | 9 563 CHF | 90,34% | 90,34% |
06/08/2024 | 16,22% | 0,15 CHF | 0,17 CHF | 340 000 | 50 000 | 355 364 | 44 495 | 50 734 CHF | 7 543 CHF | 22,64% | 22,64% |
02/08/2024 | 31,48% | 0,17 CHF | 0,24 CHF | 300 000 | 10 000 | 292 095 | 10 000 | 50 877 CHF | 2 399 CHF | 78,50% | 78,50% |
30/07/2024 | 9,10% | 0,22 CHF | 0,24 CHF | 230 000 | 50 000 | 222 974 | 50 000 | 50 434 CHF | 12 428 CHF | 96,72% | 96,72% |