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 | 6,76% | 0,15 CHF | 0,16 CHF | 340 000 | 75 000 | 354 498 | 73 339 | 50 654 CHF | 11 256 CHF | 47,57% | 47,57% |
14/08/2024 | 6,92% | 0,14 CHF | 0,15 CHF | 360 000 | 75 000 | 361 465 | 73 486 | 50 415 CHF | 10 986 CHF | 98,49% | 98,49% |
13/08/2024 | 7,89% | 0,13 CHF | 0,14 CHF | 415 169 | 75 000 | 413 103 | 75 000 | 50 269 CHF | 9 884 CHF | 66,74% | 66,74% |
12/08/2024 | 7,34% | 0,13 CHF | 0,14 CHF | 390 000 | 75 000 | 385 793 | 75 000 | 50 632 CHF | 10 605 CHF | 82,59% | 82,59% |
09/08/2024 | 7,22% | 0,13 CHF | 0,14 CHF | 390 000 | 75 000 | 379 258 | 75 000 | 50 591 CHF | 10 769 CHF | 100,00% | 100,00% |
08/08/2024 | 7,38% | 0,14 CHF | 0,15 CHF | 360 000 | 75 000 | 385 703 | 75 000 | 50 347 CHF | 10 566 CHF | 70,72% | 70,72% |
07/08/2024 | 6,74% | 0,14 CHF | 0,15 CHF | 360 000 | 75 000 | 353 339 | 75 000 | 50 657 CHF | 11 524 CHF | 92,30% | 92,30% |
06/08/2024 | 10,41% | 0,12 CHF | 0,13 CHF | 444 707 | 75 000 | 477 723 | 52 466 | 48 444 CHF | 5 839 CHF | 80,06% | 80,06% |
02/08/2024 | 19,85% | 0,11 CHF | 0,13 CHF | 432 278 | 20 000 | 400 676 | 20 000 | 49 352 CHF | 3 014 CHF | 58,36% | 58,36% |
30/07/2024 | 5,83% | 0,17 CHF | 0,18 CHF | 300 000 | 75 000 | 306 718 | 75 000 | 51 044 CHF | 13 248 CHF | 96,72% | 96,72% |