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 | 5,78% | 0,18 CHF | 0,19 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 101 113 CHF | 35 704 CHF | 91,60% | 91,60% |
14/08/2024 | 6,17% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 684 336 | 228 112 | 108 206 CHF | 38 350 CHF | 96,73% | 96,73% |
13/08/2024 | 6,85% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 105 772 CHF | 37 757 CHF | 95,23% | 95,23% |
12/08/2024 | 6,73% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 107 756 CHF | 38 419 CHF | 96,45% | 96,45% |
09/08/2024 | 6,06% | 0,16 CHF | 0,17 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 120 288 CHF | 42 596 CHF | 93,88% | 93,88% |
08/08/2024 | 5,71% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 651 326 | 217 109 | 110 703 CHF | 39 072 CHF | 97,38% | 97,38% |
07/08/2024 | 5,01% | 0,18 CHF | 0,19 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 117 362 CHF | 41 121 CHF | 97,93% | 97,93% |
06/08/2024 | 4,26% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 138 384 CHF | 48 128 CHF | 97,62% | 97,62% |
02/08/2024 | 9,53% | 0,11 CHF | 0,12 CHF | 900 000 | 300 000 | 904 649 | 305 429 | 90 831 CHF | 33 680 CHF | 97,85% | 97,85% |
30/07/2024 | 14,22% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 443 098 | 65 659 CHF | 33 298 CHF | 92,22% | 92,22% |