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 | 7,91% | 0,11 CHF | 0,12 CHF | 750 000 | 250 000 | 750 568 | 250 189 | 91 251 CHF | 32 919 CHF | 94,77% | 94,77% |
14/08/2024 | 7,22% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 100 404 CHF | 35 968 CHF | 99,25% | 99,25% |
13/08/2024 | 6,23% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 749 721 | 249 907 | 116 828 CHF | 41 442 CHF | 99,28% | 99,28% |
12/08/2024 | 6,34% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 114 808 CHF | 40 769 CHF | 98,68% | 98,68% |
09/08/2024 | 7,74% | 0,16 CHF | 0,17 CHF | 750 000 | 250 000 | 921 932 | 336 708 | 114 808 CHF | 45 032 CHF | 96,81% | 96,81% |
08/08/2024 | 5,65% | 0,14 CHF | 0,15 CHF | 900 000 | 300 000 | 778 109 | 259 370 | 133 943 CHF | 47 241 CHF | 98,11% | 98,11% |
07/08/2024 | 6,22% | 0,15 CHF | 0,16 CHF | 900 000 | 300 000 | 779 488 | 259 829 | 121 306 CHF | 43 034 CHF | 94,00% | 94,00% |
06/08/2024 | 5,82% | 0,15 CHF | 0,16 CHF | 900 000 | 300 000 | 701 130 | 233 710 | 116 289 CHF | 41 100 CHF | 99,30% | 99,30% |
02/08/2024 | 8,39% | 0,13 CHF | 0,14 CHF | 900 000 | 300 000 | 944 679 | 344 679 | 108 419 CHF | 42 812 CHF | 96,02% | 96,02% |
30/07/2024 | 9,58% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 1 000 000 | 403 682 | 99 472 CHF | 44 160 CHF | 96,45% | 96,45% |