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 | 15,87% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 874 745 | 443 146 | 50 754 CHF | 30 132 CHF | 99,39% | 99,39% |
14/08/2024 | 16,63% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 922 898 | 474 299 | 50 910 CHF | 30 907 CHF | 98,88% | 98,88% |
13/08/2024 | 16,38% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 896 388 | 460 443 | 50 275 CHF | 30 420 CHF | 98,80% | 98,80% |
12/08/2024 | 16,67% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 916 622 | 471 674 | 50 414 CHF | 30 659 CHF | 98,68% | 98,68% |
09/08/2024 | 15,89% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 879 624 | 444 749 | 50 965 CHF | 30 203 CHF | 98,78% | 98,78% |
08/08/2024 | 14,64% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 798 451 | 407 121 | 50 553 CHF | 29 864 CHF | 96,91% | 96,91% |
07/08/2024 | 12,98% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 702 675 | 363 837 | 50 639 CHF | 29 861 CHF | 98,63% | 98,63% |
06/08/2024 | 13,15% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 692 274 | 360 961 | 49 370 CHF | 29 335 CHF | 98,90% | 98,90% |
02/08/2024 | 18,18% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 972 162 | 421 422 | 48 763 CHF | 25 691 CHF | 99,39% | 99,39% |
30/07/2024 | 18,24% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 991 343 | 489 146 | 49 411 CHF | 29 294 CHF | 99,39% | 99,39% |