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 | 12,03% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 644 214 | 332 862 | 50 352 CHF | 29 328 CHF | 99,39% | 99,39% |
14/08/2024 | 10,82% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 585 028 | 303 146 | 51 157 CHF | 29 549 CHF | 98,88% | 98,88% |
13/08/2024 | 11,12% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 592 672 | 301 806 | 50 356 CHF | 28 660 CHF | 98,83% | 98,83% |
12/08/2024 | 10,62% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 568 781 | 298 428 | 50 716 CHF | 29 604 CHF | 98,73% | 98,73% |
09/08/2024 | 10,65% | 0,09 CHF | 0,10 CHF | 599 000 | 300 000 | 580 045 | 300 000 | 51 556 CHF | 29 673 CHF | 84,36% | 84,36% |
08/08/2024 | 11,48% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 616 808 | 317 293 | 50 658 CHF | 29 224 CHF | 96,92% | 96,92% |
07/08/2024 | 13,17% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 712 766 | 368 883 | 50 553 CHF | 29 854 CHF | 98,64% | 98,64% |
06/08/2024 | 12,48% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 668 400 | 365 840 | 50 041 CHF | 31 525 CHF | 98,89% | 98,89% |
02/08/2024 | 8,57% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 460 486 | 460 486 | 51 432 CHF | 56 037 CHF | 99,39% | 99,39% |
30/07/2024 | 7,91% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 421 235 | 421 235 | 51 191 CHF | 55 404 CHF | 99,38% | 99,38% |