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 | 8,36% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 450 546 | 450 544 | 51 624 CHF | 56 130 CHF | 100,00% | 100,00% |
14/08/2024 | 7,65% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 410 287 | 410 285 | 51 585 CHF | 55 688 CHF | 100,00% | 100,00% |
13/08/2024 | 6,76% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 364 327 | 364 321 | 52 091 CHF | 55 734 CHF | 98,94% | 98,94% |
12/08/2024 | 6,95% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 377 197 | 377 199 | 52 379 CHF | 56 151 CHF | 98,72% | 98,72% |
09/08/2024 | 6,53% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 352 948 | 352 951 | 52 279 CHF | 55 809 CHF | 99,82% | 99,82% |
08/08/2024 | 5,74% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 311 383 | 311 383 | 52 696 CHF | 55 810 CHF | 100,00% | 100,00% |
07/08/2024 | 5,50% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 292 197 | 292 195 | 51 645 CHF | 54 567 CHF | 99,30% | 99,30% |
06/08/2024 | 4,54% | 0,20 CHF | 0,21 CHF | 275 000 | 275 000 | 247 600 | 247 601 | 53 287 CHF | 55 763 CHF | 99,40% | 99,40% |
02/08/2024 | 8,13% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 438 451 | 438 454 | 51 756 CHF | 56 141 CHF | 99,81% | 99,81% |
31/07/2024 | 8,90% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 479 642 | 479 611 | 51 575 CHF | 56 368 CHF | 32,11% | 32,11% |