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 | 8,75% | 0,12 CHF | 0,13 CHF | 750 000 | 250 000 | 887 252 | 295 751 | 97 137 CHF | 35 337 CHF | 99,04% | 99,04% |
14/08/2024 | 7,34% | 0,11 CHF | 0,12 CHF | 900 000 | 300 000 | 771 073 | 257 024 | 101 232 CHF | 36 314 CHF | 99,43% | 99,43% |
13/08/2024 | 6,84% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 105 883 CHF | 37 794 CHF | 99,21% | 99,21% |
12/08/2024 | 8,33% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 869 637 | 289 879 | 100 145 CHF | 36 280 CHF | 98,27% | 98,27% |
09/08/2024 | 7,69% | 0,12 CHF | 0,13 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 112 714 CHF | 40 571 CHF | 99,34% | 99,34% |
08/08/2024 | 7,18% | 0,13 CHF | 0,14 CHF | 900 000 | 300 000 | 904 024 | 304 024 | 121 679 CHF | 43 922 CHF | 99,30% | 99,30% |
07/08/2024 | 7,22% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 916 285 | 316 285 | 122 788 CHF | 45 311 CHF | 98,77% | 98,77% |
06/08/2024 | 6,19% | 0,13 CHF | 0,14 CHF | 900 000 | 300 000 | 690 181 | 230 060 | 107 393 CHF | 38 098 CHF | 99,52% | 99,52% |
02/08/2024 | 6,84% | 0,16 CHF | 0,17 CHF | 750 000 | 250 000 | 778 972 | 260 165 | 110 395 CHF | 39 451 CHF | 99,23% | 99,23% |
30/07/2024 | 6,43% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 760 280 | 264 515 | 118 888 CHF | 43 494 CHF | 93,35% | 93,35% |