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 | 11,94% | 0,08 CHF | 0,09 CHF | 900 000 | 300 000 | 899 812 | 299 937 | 71 023 CHF | 26 674 CHF | 94,89% | 94,89% |
14/08/2024 | 12,66% | 0,07 CHF | 0,08 CHF | 900 000 | 300 000 | 922 105 | 322 105 | 68 585 CHF | 27 041 CHF | 99,17% | 99,17% |
13/08/2024 | 14,68% | 0,08 CHF | 0,09 CHF | 900 000 | 300 000 | 994 825 | 394 825 | 63 136 CHF | 28 961 CHF | 99,27% | 99,27% |
12/08/2024 | 12,30% | 0,07 CHF | 0,08 CHF | 1 000 000 | 400 000 | 966 616 | 366 616 | 74 012 CHF | 31 668 CHF | 98,64% | 98,64% |
09/08/2024 | 6,51% | 0,09 CHF | 0,10 CHF | 900 000 | 300 000 | 779 621 | 259 962 | 119 077 CHF | 42 300 CHF | 99,23% | 99,23% |
08/08/2024 | 7,70% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 870 272 | 290 091 | 108 841 CHF | 39 181 CHF | 98,49% | 98,49% |
07/08/2024 | 7,33% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 834 673 | 278 224 | 109 629 CHF | 39 325 CHF | 94,03% | 94,03% |
06/08/2024 | 6,14% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 616 799 | 205 600 | 97 553 CHF | 34 574 CHF | 98,84% | 98,84% |
02/08/2024 | 5,27% | 0,18 CHF | 0,19 CHF | 750 000 | 250 000 | 718 042 | 239 347 | 132 750 CHF | 46 644 CHF | 94,42% | 94,42% |
30/07/2024 | 4,63% | 0,21 CHF | 0,22 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 158 403 CHF | 55 301 CHF | 97,47% | 97,47% |