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 | 11,13% | 0,09 CHF | 0,10 CHF | 625 000 | 325 000 | 596 399 | 309 922 | 50 618 CHF | 29 420 CHF | 99,48% | 99,48% |
14/08/2024 | 8,72% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 464 977 | 464 977 | 51 058 CHF | 55 708 CHF | 98,69% | 98,69% |
13/08/2024 | 7,70% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 411 770 | 411 767 | 51 574 CHF | 55 692 CHF | 98,94% | 98,94% |
12/08/2024 | 7,35% | 0,15 CHF | 0,16 CHF | 375 000 | 375 000 | 396 698 | 396 699 | 52 042 CHF | 56 009 CHF | 98,85% | 98,85% |
09/08/2024 | 5,68% | 0,16 CHF | 0,17 CHF | 300 000 | 300 000 | 305 104 | 305 105 | 52 198 CHF | 55 249 CHF | 98,89% | 98,89% |
08/08/2024 | 3,31% | 0,22 CHF | 0,23 CHF | 225 000 | 225 000 | 183 449 | 183 448 | 54 672 CHF | 56 507 CHF | 96,68% | 96,68% |
07/08/2024 | 3,49% | 0,21 CHF | 0,22 CHF | 225 000 | 225 000 | 186 786 | 186 786 | 52 677 CHF | 54 545 CHF | 98,78% | 98,78% |
06/08/2024 | 2,09% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 118 369 | 118 368 | 56 039 CHF | 57 223 CHF | 99,02% | 99,02% |
02/08/2024 | 1,87% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 102 917 | 102 917 | 54 680 CHF | 55 709 CHF | 95,50% | 95,50% |
30/07/2024 | 2,86% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 150 786 | 150 786 | 51 968 CHF | 53 476 CHF | 99,45% | 99,45% |