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 | 12,99% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 704 076 | 364 538 | 50 699 CHF | 29 896 CHF | 100,00% | 100,00% |
14/08/2024 | 12,75% | 0,07 CHF | 0,08 CHF | 675 000 | 350 000 | 690 147 | 357 573 | 50 667 CHF | 29 828 CHF | 99,48% | 99,48% |
13/08/2024 | 12,26% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 658 830 | 341 915 | 50 458 CHF | 29 606 CHF | 99,46% | 99,46% |
12/08/2024 | 12,59% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 676 735 | 351 934 | 50 376 CHF | 29 718 CHF | 99,36% | 99,36% |
09/08/2024 | 13,61% | 0,07 CHF | 0,08 CHF | 675 000 | 350 000 | 737 784 | 381 392 | 50 512 CHF | 29 927 CHF | 99,42% | 99,42% |
08/08/2024 | 13,53% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 733 004 | 379 002 | 50 538 CHF | 29 921 CHF | 97,52% | 97,52% |
07/08/2024 | 13,03% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 706 228 | 365 614 | 50 687 CHF | 29 898 CHF | 99,30% | 99,30% |
06/08/2024 | 12,44% | 0,07 CHF | 0,08 CHF | 675 000 | 350 000 | 669 625 | 347 769 | 50 483 CHF | 29 696 CHF | 99,51% | 99,51% |
02/08/2024 | 15,88% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 884 284 | 446 811 | 51 263 CHF | 30 361 CHF | 100,00% | 100,00% |
30/07/2024 | 16,47% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 914 071 | 467 714 | 50 924 CHF | 30 728 CHF | 100,00% | 100,00% |