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 | 14,01% | 0,12 CHF | 0,13 CHF | 354 961 | 75 000 | 357 170 | 74 598 | 40 422 CHF | 9 712 CHF | 98,36% | 98,36% |
14/08/2024 | 16,02% | 0,11 CHF | 0,13 CHF | 351 012 | 75 000 | 353 357 | 73 978 | 39 216 CHF | 9 631 CHF | 98,49% | 98,49% |
13/08/2024 | 13,59% | 0,12 CHF | 0,14 CHF | 335 561 | 75 000 | 367 779 | 75 000 | 40 548 CHF | 9 487 CHF | 97,10% | 97,10% |
12/08/2024 | 18,01% | 0,10 CHF | 0,11 CHF | 405 104 | 75 000 | 431 775 | 75 000 | 37 291 CHF | 7 778 CHF | 92,01% | 92,01% |
09/08/2024 | 12,26% | 0,12 CHF | 0,13 CHF | 344 929 | 75 000 | 339 118 | 75 000 | 41 828 CHF | 10 467 CHF | 100,00% | 100,00% |
08/08/2024 | 16,20% | 0,10 CHF | 0,12 CHF | 380 008 | 75 000 | 388 582 | 75 000 | 38 791 CHF | 8 813 CHF | 96,70% | 96,70% |
07/08/2024 | 15,87% | 0,11 CHF | 0,13 CHF | 369 447 | 75 000 | 391 316 | 75 000 | 39 516 CHF | 8 886 CHF | 100,00% | 100,00% |
06/08/2024 | 22,72% | 0,09 CHF | 0,11 CHF | 404 648 | 75 000 | 416 622 | 64 711 | 36 603 CHF | 7 083 CHF | 99,56% | 99,56% |
02/08/2024 | 40,34% | 0,09 CHF | 0,14 CHF | 363 226 | 20 000 | 347 425 | 20 000 | 34 534 CHF | 2 993 CHF | 95,60% | 95,60% |
31/07/2024 | 13,45% | 0,13 CHF | 0,14 CHF | 335 139 | 75 000 | 340 259 | 72 475 | 43 015 CHF | 10 470 CHF | 29,49% | 29,49% |