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 | 18,18% | 0,05 CHF | 0,06 CHF | 600 000 | 200 000 | 599 618 | 199 873 | 29 981 CHF | 11 992 CHF | 99,16% | 99,16% |
14/08/2024 | 18,28% | 0,05 CHF | 0,06 CHF | 600 000 | 200 000 | 581 354 | 193 785 | 28 916 CHF | 11 577 CHF | 96,52% | 96,52% |
13/08/2024 | 17,76% | 0,05 CHF | 0,06 CHF | 600 000 | 200 000 | 463 272 | 154 424 | 23 848 CHF | 9 494 CHF | 99,17% | 99,17% |
12/08/2024 | 15,59% | 0,06 CHF | 0,07 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 26 675 CHF | 10 392 CHF | 99,17% | 99,17% |
09/08/2024 | 15,90% | 0,05 CHF | 0,06 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 26 177 CHF | 10 226 CHF | 99,16% | 99,16% |
08/08/2024 | 17,25% | 0,05 CHF | 0,06 CHF | 600 000 | 200 000 | 524 373 | 174 791 | 27 736 CHF | 10 993 CHF | 98,86% | 98,86% |
07/08/2024 | 12,96% | 0,07 CHF | 0,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 32 560 CHF | 12 354 CHF | 99,16% | 99,16% |
06/08/2024 | 13,62% | 0,07 CHF | 0,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 30 952 CHF | 11 818 CHF | 99,16% | 99,16% |
02/08/2024 | 11,14% | 0,08 CHF | 0,09 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 38 338 CHF | 14 280 CHF | 94,20% | 94,20% |
31/07/2024 | 7,79% | 0,12 CHF | 0,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 37 072 CHF | 13 357 CHF | 39,55% | 39,55% |