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 | 7,91% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 419 199 | 419 199 | 50 892 CHF | 55 084 CHF | 99,32% | 99,32% |
14/08/2024 | 8,02% | 0,12 CHF | 0,13 CHF | 475 000 | 475 000 | 427 263 | 427 263 | 51 136 CHF | 55 408 CHF | 98,77% | 98,77% |
13/08/2024 | 8,00% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 425 000 | 425 000 | 50 976 CHF | 55 226 CHF | 98,86% | 98,86% |
12/08/2024 | 8,06% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 428 642 | 428 643 | 51 046 CHF | 55 332 CHF | 98,89% | 98,89% |
09/08/2024 | 8,12% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 435 263 | 435 248 | 51 420 CHF | 55 771 CHF | 98,84% | 98,84% |
08/08/2024 | 9,96% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 539 042 | 380 410 | 51 404 CHF | 40 931 CHF | 96,75% | 96,75% |
07/08/2024 | 9,57% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 505 173 | 482 372 | 50 300 CHF | 53 069 CHF | 98,90% | 98,90% |
06/08/2024 | 8,63% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 465 430 | 465 430 | 51 634 CHF | 56 288 CHF | 98,74% | 98,74% |
02/08/2024 | 8,47% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 455 882 | 455 885 | 51 532 CHF | 56 091 CHF | 99,26% | 99,26% |
30/07/2024 | 6,46% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 349 914 | 349 914 | 52 403 CHF | 55 902 CHF | 99,48% | 99,48% |