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 | 8,67% | 0,13 CHF | 0,14 CHF | 196 568 | 75 000 | 198 129 | 73 950 | 22 033 CHF | 8 957 CHF | 99,18% | 99,18% |
14/08/2024 | 8,23% | 0,10 CHF | 0,11 CHF | 198 242 | 75 000 | 195 849 | 73 268 | 22 897 CHF | 9 296 CHF | 98,49% | 98,49% |
13/08/2024 | 8,49% | 0,12 CHF | 0,13 CHF | 196 087 | 75 000 | 197 847 | 75 000 | 22 375 CHF | 9 234 CHF | 96,31% | 96,31% |
12/08/2024 | 7,85% | 0,11 CHF | 0,12 CHF | 197 626 | 75 000 | 196 696 | 75 000 | 24 153 CHF | 9 963 CHF | 100,00% | 100,00% |
09/08/2024 | 8,69% | 0,11 CHF | 0,12 CHF | 197 933 | 75 000 | 197 512 | 75 000 | 21 747 CHF | 9 008 CHF | 100,00% | 100,00% |
08/08/2024 | 11,95% | 0,10 CHF | 0,11 CHF | 199 663 | 75 000 | 201 478 | 75 000 | 16 014 CHF | 6 713 CHF | 97,96% | 97,96% |
07/08/2024 | 9,46% | 0,10 CHF | 0,11 CHF | 198 243 | 75 000 | 197 840 | 75 000 | 19 966 CHF | 8 320 CHF | 100,00% | 100,00% |
06/08/2024 | 9,88% | 0,09 CHF | 0,10 CHF | 198 106 | 75 000 | 197 069 | 54 512 | 19 187 CHF | 5 651 CHF | 99,24% | 99,24% |
02/08/2024 | 9,61% | 0,16 CHF | 0,17 CHF | 189 880 | 20 000 | 190 114 | 20 000 | 32 186 CHF | 3 728 CHF | 99,11% | 99,11% |
31/07/2024 | 4,84% | 0,20 CHF | 0,21 CHF | 188 663 | 75 000 | 188 241 | 68 221 | 37 982 CHF | 14 399 CHF | 30,67% | 30,67% |