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 | 9,67% | 0,09 CHF | 0,10 CHF | 800 000 | 150 000 | 800 000 | 150 000 | 78 853 CHF | 16 285 CHF | 99,15% | 99,15% |
14/08/2024 | 10,20% | 0,10 CHF | 0,11 CHF | 800 000 | 150 000 | 800 000 | 150 000 | 74 586 CHF | 15 485 CHF | 97,44% | 97,44% |
13/08/2024 | 10,48% | 0,09 CHF | 0,10 CHF | 800 000 | 150 000 | 800 000 | 150 000 | 72 379 CHF | 15 071 CHF | 99,16% | 99,16% |
12/08/2024 | 10,89% | 0,09 CHF | 0,10 CHF | 800 000 | 150 000 | 800 000 | 150 000 | 69 620 CHF | 14 554 CHF | 99,16% | 99,16% |
09/08/2024 | 10,33% | 0,09 CHF | 0,10 CHF | 800 000 | 150 000 | 800 000 | 150 000 | 73 582 CHF | 15 297 CHF | 99,16% | 99,16% |
08/08/2024 | 11,60% | 0,08 CHF | 0,09 CHF | 800 000 | 150 000 | 800 000 | 150 000 | 65 085 CHF | 13 704 CHF | 99,16% | 99,16% |
07/08/2024 | 11,57% | 0,09 CHF | 0,10 CHF | 800 000 | 150 000 | 800 000 | 150 000 | 65 283 CHF | 13 741 CHF | 99,16% | 99,16% |
06/08/2024 | 12,69% | 0,08 CHF | 0,09 CHF | 800 000 | 150 000 | 800 000 | 197 301 | 59 356 CHF | 16 570 CHF | 99,16% | 99,16% |
02/08/2024 | 11,26% | 0,10 CHF | 0,11 CHF | 800 000 | 150 000 | 800 000 | 152 963 | 67 594 CHF | 14 411 CHF | 97,06% | 97,06% |
31/07/2024 | 13,28% | 0,07 CHF | 0,08 CHF | 800 000 | 200 000 | 800 000 | 175 736 | 56 265 CHF | 14 109 CHF | 38,09% | 38,09% |