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 | 6,14% | 0,14 CHF | 0,15 CHF | 750 000 | 75 000 | 750 000 | 75 093 | 118 825 CHF | 12 646 CHF | 99,16% | 99,16% |
14/08/2024 | 6,31% | 0,16 CHF | 0,17 CHF | 750 000 | 75 000 | 750 000 | 75 004 | 115 275 CHF | 12 278 CHF | 97,46% | 97,46% |
13/08/2024 | 7,63% | 0,15 CHF | 0,16 CHF | 750 000 | 75 000 | 750 000 | 94 639 | 95 570 CHF | 12 892 CHF | 99,15% | 99,15% |
12/08/2024 | 8,03% | 0,12 CHF | 0,13 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 89 637 CHF | 12 952 CHF | 99,16% | 99,16% |
09/08/2024 | 7,87% | 0,13 CHF | 0,14 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 91 755 CHF | 13 234 CHF | 99,16% | 99,16% |
08/08/2024 | 9,22% | 0,10 CHF | 0,11 CHF | 750 000 | 100 000 | 750 000 | 100 275 | 77 760 CHF | 11 398 CHF | 99,16% | 99,16% |
07/08/2024 | 9,33% | 0,12 CHF | 0,13 CHF | 750 000 | 100 000 | 750 000 | 130 397 | 76 846 CHF | 14 571 CHF | 99,16% | 99,16% |
06/08/2024 | 11,96% | 0,10 CHF | 0,11 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 59 511 CHF | 13 402 CHF | 99,16% | 99,16% |
02/08/2024 | 10,60% | 0,09 CHF | 0,10 CHF | 750 000 | 150 000 | 750 000 | 128 624 | 67 176 CHF | 12 780 CHF | 97,06% | 97,06% |
31/07/2024 | 11,76% | 0,08 CHF | 0,09 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 60 001 CHF | 13 500 CHF | 38,10% | 38,10% |