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 | 9,60% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 505 473 | 485 406 | 50 117 CHF | 53 137 CHF | 100,00% | 100,00% |
14/08/2024 | 9,97% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 534 001 | 409 334 | 50 887 CHF | 43 672 CHF | 99,48% | 99,48% |
13/08/2024 | 10,41% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 566 285 | 323 240 | 51 594 CHF | 32 859 CHF | 99,55% | 99,55% |
12/08/2024 | 9,48% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 498 688 | 498 688 | 50 145 CHF | 55 132 CHF | 99,18% | 99,18% |
09/08/2024 | 9,32% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 493 465 | 493 465 | 50 544 CHF | 55 478 CHF | 99,47% | 99,47% |
08/08/2024 | 8,71% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 475 339 | 475 338 | 52 241 CHF | 56 994 CHF | 97,45% | 97,45% |
07/08/2024 | 8,62% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 466 815 | 466 815 | 51 805 CHF | 56 474 CHF | 99,27% | 99,27% |
06/08/2024 | 8,19% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 439 719 | 439 719 | 51 492 CHF | 55 889 CHF | 99,38% | 99,38% |
02/08/2024 | 7,81% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 422 100 | 422 100 | 51 932 CHF | 56 153 CHF | 100,00% | 100,00% |
30/07/2024 | 11,69% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 622 181 | 321 663 | 50 115 CHF | 29 119 CHF | 100,00% | 100,00% |