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% | 0,10 CHF | 0,11 CHF | 575 000 | 300 000 | 522 356 | 429 383 | 50 545 CHF | 46 257 CHF | 99,44% | 99,44% |
14/08/2024 | 8,78% | 0,10 CHF | 0,11 CHF | 475 000 | 475 000 | 476 056 | 476 055 | 51 864 CHF | 56 624 CHF | 98,84% | 98,84% |
13/08/2024 | 7,86% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 422 471 | 422 471 | 51 612 CHF | 55 837 CHF | 98,86% | 98,86% |
12/08/2024 | 7,96% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 423 830 | 423 830 | 51 154 CHF | 55 393 CHF | 98,85% | 98,85% |
09/08/2024 | 7,50% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 402 473 | 402 473 | 51 673 CHF | 55 698 CHF | 98,90% | 98,90% |
08/08/2024 | 5,69% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 308 956 | 308 955 | 52 849 CHF | 55 938 CHF | 96,65% | 96,65% |
07/08/2024 | 5,82% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 308 166 | 308 157 | 51 455 CHF | 54 535 CHF | 98,88% | 98,88% |
06/08/2024 | 4,50% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 243 240 | 243 245 | 52 930 CHF | 55 363 CHF | 98,21% | 98,21% |
02/08/2024 | 4,90% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 263 742 | 263 740 | 52 551 CHF | 55 188 CHF | 95,31% | 95,31% |
30/07/2024 | 6,89% | 0,15 CHF | 0,16 CHF | 375 000 | 375 000 | 375 528 | 375 529 | 52 628 CHF | 56 383 CHF | 99,47% | 99,47% |