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 | 8,03% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 424 409 | 424 409 | 50 724 CHF | 54 968 CHF | 98,65% | 98,65% |
14/08/2024 | 7,90% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 423 089 | 423 096 | 51 455 CHF | 55 687 CHF | 98,96% | 98,96% |
13/08/2024 | 8,04% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 426 044 | 426 044 | 50 896 CHF | 55 157 CHF | 98,89% | 98,89% |
12/08/2024 | 7,47% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 400 675 | 400 675 | 51 688 CHF | 55 695 CHF | 98,85% | 98,85% |
09/08/2024 | 6,56% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 356 151 | 356 151 | 52 532 CHF | 56 093 CHF | 98,89% | 98,89% |
08/08/2024 | 5,88% | 0,15 CHF | 0,16 CHF | 375 000 | 375 000 | 314 441 | 314 441 | 51 842 CHF | 54 987 CHF | 96,62% | 96,62% |
07/08/2024 | 6,40% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 344 869 | 344 869 | 52 163 CHF | 55 611 CHF | 98,67% | 98,67% |
06/08/2024 | 4,45% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 245 531 | 245 533 | 53 906 CHF | 56 361 CHF | 98,72% | 98,72% |
02/08/2024 | 9,57% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 512 284 | 422 526 | 50 977 CHF | 46 947 CHF | 99,01% | 99,01% |
30/07/2024 | 10,83% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 586 895 | 300 000 | 51 263 CHF | 29 215 CHF | 99,38% | 99,38% |