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 | 11,08% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 223 570 | 223 570 | 19 962 CHF | 22 207 CHF | 99,89% | 99,89% |
14/08/2024 | 10,23% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 214 098 | 214 098 | 19 982 CHF | 22 134 CHF | 98,88% | 98,88% |
13/08/2024 | 10,50% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 218 979 | 218 979 | 21 317 CHF | 23 516 CHF | 100,00% | 100,00% |
12/08/2024 | 10,37% | 0,09 CHF | 0,10 CHF | 490 000 | 490 000 | 221 419 | 221 419 | 20 923 CHF | 23 156 CHF | 99,13% | 99,13% |
09/08/2024 | 10,62% | 0,09 CHF | 0,10 CHF | 520 000 | 520 000 | 225 977 | 225 977 | 20 714 CHF | 22 987 CHF | 99,86% | 99,86% |
08/08/2024 | 13,59% | 0,08 CHF | 0,09 CHF | 540 000 | 540 000 | 243 370 | 243 370 | 17 666 CHF | 20 111 CHF | 99,93% | 99,93% |
07/08/2024 | 11,59% | 0,08 CHF | 0,09 CHF | 520 000 | 520 000 | 235 444 | 235 444 | 19 591 CHF | 21 956 CHF | 99,95% | 99,95% |
06/08/2024 | 12,35% | 0,08 CHF | 0,09 CHF | 540 000 | 540 000 | 229 947 | 229 947 | 21 126 CHF | 23 802 CHF | 99,88% | 99,88% |
02/08/2024 | 5,98% | 0,12 CHF | 0,13 CHF | 300 000 | 300 000 | 99 942 | 99 942 | 14 852 CHF | 15 859 CHF | 84,30% | 96,96% |
30/07/2024 | 2,67% | 0,37 CHF | 0,38 CHF | 210 000 | 210 000 | 95 473 | 95 473 | 36 635 CHF | 37 597 CHF | 99,97% | 99,97% |