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 | 7,58% | 0,14 CHF | 0,15 CHF | 196 390 | 75 000 | 198 186 | 73 950 | 25 341 CHF | 10 187 CHF | 99,18% | 99,18% |
14/08/2024 | 7,08% | 0,12 CHF | 0,13 CHF | 198 242 | 75 000 | 196 053 | 73 268 | 26 771 CHF | 10 734 CHF | 98,48% | 98,48% |
13/08/2024 | 7,35% | 0,14 CHF | 0,15 CHF | 196 087 | 75 000 | 197 828 | 75 000 | 25 955 CHF | 10 591 CHF | 96,31% | 96,31% |
12/08/2024 | 6,91% | 0,13 CHF | 0,14 CHF | 197 274 | 75 000 | 196 656 | 75 000 | 27 533 CHF | 11 253 CHF | 100,00% | 100,00% |
09/08/2024 | 7,48% | 0,12 CHF | 0,13 CHF | 197 727 | 75 000 | 197 864 | 75 000 | 25 468 CHF | 10 404 CHF | 100,00% | 100,00% |
08/08/2024 | 9,91% | 0,12 CHF | 0,13 CHF | 199 106 | 75 000 | 201 632 | 75 000 | 19 481 CHF | 7 999 CHF | 97,96% | 97,96% |
07/08/2024 | 8,02% | 0,12 CHF | 0,13 CHF | 199 097 | 75 000 | 197 681 | 75 000 | 23 691 CHF | 9 739 CHF | 100,00% | 100,00% |
06/08/2024 | 8,35% | 0,11 CHF | 0,12 CHF | 198 199 | 75 000 | 196 943 | 54 513 | 22 854 CHF | 6 661 CHF | 99,25% | 99,25% |
02/08/2024 | 8,32% | 0,18 CHF | 0,19 CHF | 189 487 | 20 000 | 189 946 | 20 000 | 35 546 CHF | 4 067 CHF | 99,11% | 99,11% |
31/07/2024 | 4,52% | 0,22 CHF | 0,23 CHF | 188 556 | 75 000 | 188 121 | 68 221 | 40 720 CHF | 15 400 CHF | 30,67% | 30,67% |