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 | 10,32% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 556 655 | 352 491 | 51 183 CHF | 36 593 CHF | 99,39% | 99,39% |
14/08/2024 | 11,06% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 597 534 | 303 523 | 51 043 CHF | 28 965 CHF | 98,86% | 98,86% |
13/08/2024 | 12,25% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 653 914 | 339 035 | 50 178 CHF | 29 379 CHF | 98,88% | 98,88% |
12/08/2024 | 11,00% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 588 945 | 299 595 | 50 590 CHF | 28 739 CHF | 98,70% | 98,70% |
09/08/2024 | 10,85% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 590 040 | 300 000 | 51 431 CHF | 29 164 CHF | 98,83% | 98,83% |
08/08/2024 | 12,85% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 691 977 | 357 498 | 50 465 CHF | 29 620 CHF | 96,86% | 96,86% |
07/08/2024 | 10,46% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 563 583 | 336 226 | 51 032 CHF | 34 179 CHF | 98,65% | 98,65% |
06/08/2024 | 13,30% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 715 498 | 371 155 | 50 198 CHF | 29 770 CHF | 98,85% | 98,85% |
02/08/2024 | 10,42% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 554 406 | 383 155 | 50 498 CHF | 39 504 CHF | 99,39% | 99,39% |
30/07/2024 | 8,72% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 473 096 | 473 096 | 51 880 CHF | 56 611 CHF | 99,38% | 99,38% |