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 | 9,83% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 522 834 | 438 931 | 50 504 CHF | 47 342 CHF | 99,39% | 99,39% |
14/08/2024 | 8,12% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 433 666 | 433 666 | 51 236 CHF | 55 573 CHF | 98,89% | 98,89% |
13/08/2024 | 7,36% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 397 630 | 397 630 | 52 016 CHF | 55 993 CHF | 98,89% | 98,89% |
12/08/2024 | 7,25% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 391 978 | 391 978 | 52 102 CHF | 56 021 CHF | 98,77% | 98,77% |
09/08/2024 | 6,34% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 342 376 | 342 376 | 52 324 CHF | 55 748 CHF | 98,85% | 98,85% |
08/08/2024 | 5,86% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 311 253 | 311 252 | 51 559 CHF | 54 671 CHF | 96,88% | 96,88% |
07/08/2024 | 4,85% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 258 454 | 258 454 | 52 019 CHF | 54 603 CHF | 98,65% | 98,65% |
06/08/2024 | 3,87% | 0,24 CHF | 0,25 CHF | 200 000 | 200 000 | 202 831 | 202 831 | 51 415 CHF | 53 443 CHF | 98,89% | 98,89% |
02/08/2024 | 5,32% | 0,20 CHF | 0,21 CHF | 275 000 | 275 000 | 292 026 | 292 026 | 53 422 CHF | 56 342 CHF | 99,39% | 99,39% |
30/07/2024 | 7,86% | 0,12 CHF | 0,13 CHF | 475 000 | 475 000 | 424 043 | 424 042 | 51 807 CHF | 56 047 CHF | 99,38% | 99,38% |