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 | 11,53% | 0,09 CHF | 0,10 CHF | 477 815 | 75 000 | 490 247 | 74 196 | 40 759 CHF | 6 923 CHF | 98,36% | 98,36% |
14/08/2024 | 12,02% | 0,09 CHF | 0,10 CHF | 477 145 | 75 000 | 495 459 | 72 955 | 39 917 CHF | 6 620 CHF | 98,49% | 98,49% |
13/08/2024 | 12,21% | 0,08 CHF | 0,09 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 38 596 CHF | 6 539 CHF | 97,10% | 97,10% |
12/08/2024 | 11,61% | 0,08 CHF | 0,09 CHF | 487 379 | 75 000 | 482 319 | 75 000 | 39 187 CHF | 6 842 CHF | 100,00% | 100,00% |
09/08/2024 | 11,56% | 0,08 CHF | 0,09 CHF | 500 000 | 75 000 | 487 457 | 75 000 | 39 818 CHF | 6 878 CHF | 100,00% | 100,00% |
08/08/2024 | 12,36% | 0,08 CHF | 0,09 CHF | 481 428 | 75 000 | 498 602 | 75 000 | 38 024 CHF | 6 471 CHF | 96,70% | 96,70% |
07/08/2024 | 10,97% | 0,09 CHF | 0,10 CHF | 450 899 | 75 000 | 482 422 | 75 000 | 41 672 CHF | 7 234 CHF | 100,00% | 100,00% |
06/08/2024 | 15,70% | 0,07 CHF | 0,08 CHF | 500 000 | 75 000 | 497 504 | 54 422 | 37 272 CHF | 4 644 CHF | 99,56% | 99,56% |
02/08/2024 | 28,42% | 0,07 CHF | 0,10 CHF | 500 000 | 20 000 | 476 557 | 20 000 | 38 251 CHF | 2 140 CHF | 98,56% | 98,56% |
30/07/2024 | 9,46% | 0,10 CHF | 0,11 CHF | 429 385 | 75 000 | 433 570 | 75 000 | 43 680 CHF | 8 306 CHF | 96,72% | 96,72% |