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 | 14,65% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 793 978 | 406 475 | 50 201 CHF | 29 779 CHF | 99,81% | 99,81% |
14/08/2024 | 13,34% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 724 980 | 374 990 | 50 719 CHF | 29 984 CHF | 99,28% | 99,28% |
13/08/2024 | 13,21% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 713 246 | 370 249 | 50 443 CHF | 29 887 CHF | 99,39% | 99,39% |
12/08/2024 | 12,79% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 687 802 | 357 586 | 50 358 CHF | 29 754 CHF | 99,06% | 99,06% |
09/08/2024 | 12,90% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 700 401 | 362 700 | 50 772 CHF | 29 920 CHF | 99,47% | 99,47% |
08/08/2024 | 13,00% | 0,08 CHF | 0,09 CHF | 725 000 | 375 000 | 708 645 | 366 823 | 50 977 CHF | 30 057 CHF | 99,99% | 99,99% |
07/08/2024 | 13,80% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 751 348 | 387 520 | 50 702 CHF | 30 031 CHF | 99,28% | 99,28% |
06/08/2024 | 11,88% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 627 634 | 327 490 | 49 714 CHF | 29 208 CHF | 99,36% | 99,36% |
02/08/2024 | 15,08% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 829 667 | 418 222 | 50 867 CHF | 29 835 CHF | 99,80% | 99,80% |
30/07/2024 | 23,47% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 37 748 CHF | 11 937 CHF | 100,00% | 100,00% |