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 | 6,55% | 0,15 CHF | 0,16 CHF | 375 000 | 375 000 | 355 824 | 355 824 | 52 580 CHF | 56 138 CHF | 99,39% | 99,39% |
14/08/2024 | 6,54% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 355 010 | 355 010 | 52 480 CHF | 56 030 CHF | 98,88% | 98,88% |
13/08/2024 | 5,55% | 0,16 CHF | 0,17 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 52 628 CHF | 55 628 CHF | 98,86% | 98,86% |
12/08/2024 | 5,69% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 299 658 | 299 658 | 51 202 CHF | 54 199 CHF | 98,65% | 98,65% |
09/08/2024 | 5,40% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 293 031 | 293 031 | 52 796 CHF | 55 726 CHF | 98,80% | 98,80% |
08/08/2024 | 5,95% | 0,17 CHF | 0,18 CHF | 325 000 | 325 000 | 318 222 | 318 222 | 51 896 CHF | 55 078 CHF | 96,91% | 96,91% |
07/08/2024 | 6,30% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 340 618 | 340 618 | 52 399 CHF | 55 805 CHF | 98,66% | 98,66% |
06/08/2024 | 9,62% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 500 129 | 478 865 | 49 548 CHF | 52 343 CHF | 98,81% | 98,81% |
02/08/2024 | 12,48% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 675 838 | 350 072 | 50 757 CHF | 29 794 CHF | 99,38% | 99,38% |
30/07/2024 | 15,16% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 830 055 | 418 549 | 50 599 CHF | 29 708 CHF | 99,38% | 99,38% |