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 | 15,86% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 868 845 | 439 863 | 50 468 CHF | 29 932 CHF | 99,81% | 99,81% |
14/08/2024 | 14,76% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 806 783 | 410 595 | 50 628 CHF | 29 886 CHF | 99,28% | 99,28% |
13/08/2024 | 14,45% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 780 766 | 402 173 | 50 116 CHF | 29 844 CHF | 99,39% | 99,39% |
12/08/2024 | 14,17% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 764 262 | 395 817 | 50 115 CHF | 29 913 CHF | 99,06% | 99,06% |
09/08/2024 | 14,05% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 763 972 | 394 486 | 50 573 CHF | 30 060 CHF | 99,47% | 99,47% |
08/08/2024 | 14,12% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 767 743 | 396 244 | 50 540 CHF | 30 048 CHF | 100,00% | 100,00% |
07/08/2024 | 15,32% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 842 627 | 426 428 | 50 782 CHF | 29 968 CHF | 99,28% | 99,28% |
06/08/2024 | 12,94% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 693 169 | 361 173 | 50 115 CHF | 29 720 CHF | 99,36% | 99,36% |
02/08/2024 | 16,52% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 914 051 | 467 701 | 50 762 CHF | 30 647 CHF | 99,80% | 99,80% |
30/07/2024 | 25,00% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 35 000 CHF | 11 250 CHF | 100,00% | 100,00% |