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 | 8,44% | 0,12 CHF | 0,13 CHF | 188 162 | 75 000 | 200 171 | 73 825 | 22 763 CHF | 9 137 CHF | 88,59% | 88,59% |
14/08/2024 | 8,93% | 0,11 CHF | 0,12 CHF | 205 041 | 75 000 | 205 538 | 73 152 | 22 010 CHF | 8 562 CHF | 92,31% | 92,31% |
13/08/2024 | 9,81% | 0,10 CHF | 0,11 CHF | 228 087 | 75 000 | 224 416 | 75 000 | 21 821 CHF | 8 049 CHF | 96,83% | 96,83% |
12/08/2024 | 8,13% | 0,11 CHF | 0,12 CHF | 209 195 | 75 000 | 198 641 | 75 000 | 23 441 CHF | 9 609 CHF | 100,00% | 100,00% |
09/08/2024 | 7,62% | 0,12 CHF | 0,13 CHF | 204 442 | 75 000 | 206 612 | 75 000 | 26 105 CHF | 10 239 CHF | 93,67% | 93,67% |
08/08/2024 | 9,44% | 0,10 CHF | 0,11 CHF | 221 232 | 75 000 | 236 755 | 75 000 | 23 908 CHF | 8 336 CHF | 81,43% | 81,43% |
07/08/2024 | 7,49% | 0,14 CHF | 0,15 CHF | 201 840 | 75 000 | 207 760 | 75 000 | 26 723 CHF | 10 419 CHF | 89,86% | 89,86% |
06/08/2024 | 11,40% | 0,11 CHF | 0,12 CHF | 221 586 | 75 000 | 234 320 | 54 719 | 23 879 CHF | 6 185 CHF | 87,72% | 87,72% |
02/08/2024 | 15,45% | 0,13 CHF | 0,16 CHF | 194 914 | 20 000 | 181 484 | 20 000 | 28 529 CHF | 3 675 CHF | 96,07% | 96,07% |
31/07/2024 | 4,76% | 0,21 CHF | 0,22 CHF | 164 418 | 75 000 | 161 880 | 67 897 | 33 968 CHF | 14 947 CHF | 28,47% | 28,47% |