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 | 8,62% | 0,10 CHF | 0,11 CHF | 425 000 | 425 000 | 461 474 | 461 476 | 51 276 CHF | 55 891 CHF | 99,45% | 99,45% |
14/08/2024 | 9,75% | 0,12 CHF | 0,13 CHF | 475 000 | 475 000 | 521 398 | 416 862 | 50 884 CHF | 45 630 CHF | 98,63% | 98,63% |
13/08/2024 | 11,84% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 638 540 | 371 847 | 50 805 CHF | 34 365 CHF | 98,90% | 98,90% |
12/08/2024 | 9,54% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 504 938 | 464 985 | 50 459 CHF | 51 612 CHF | 98,88% | 98,88% |
09/08/2024 | 9,56% | 0,11 CHF | 0,12 CHF | 575 000 | 300 000 | 521 528 | 421 033 | 51 978 CHF | 46 894 CHF | 98,95% | 98,95% |
08/08/2024 | 19,61% | 0,08 CHF | 0,09 CHF | 775 000 | 400 000 | 962 554 | 323 945 | 45 035 CHF | 19 268 CHF | 96,73% | 96,73% |
07/08/2024 | 27,89% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 994 646 | 251 630 | 31 551 CHF | 10 479 CHF | 98,68% | 98,68% |
06/08/2024 | 8,70% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 458 232 | 441 329 | 50 383 CHF | 53 199 CHF | 98,17% | 98,17% |
02/08/2024 | 18,73% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 938 140 | 394 390 | 46 357 CHF | 24 255 CHF | 95,44% | 95,44% |
30/07/2024 | 11,04% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 594 310 | 305 860 | 50 936 CHF | 29 274 CHF | 99,43% | 99,43% |