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 | 8,64% | 0,10 CHF | 0,11 CHF | 750 000 | 50 000 | 750 000 | 50 000 | 83 441 CHF | 6 063 CHF | 99,17% | 99,17% |
14/08/2024 | 7,69% | 0,10 CHF | 0,11 CHF | 750 000 | 50 000 | 750 000 | 50 000 | 94 471 CHF | 6 798 CHF | 97,40% | 97,40% |
13/08/2024 | 7,61% | 0,12 CHF | 0,13 CHF | 750 000 | 50 000 | 750 000 | 50 000 | 95 075 CHF | 6 838 CHF | 98,91% | 98,91% |
12/08/2024 | 5,59% | 0,17 CHF | 0,18 CHF | 750 000 | 50 000 | 750 000 | 50 000 | 130 572 CHF | 9 205 CHF | 99,17% | 99,17% |
09/08/2024 | 5,23% | 0,19 CHF | 0,20 CHF | 750 000 | 50 000 | 750 000 | 50 000 | 139 845 CHF | 9 823 CHF | 99,17% | 99,17% |
08/08/2024 | 4,42% | 0,20 CHF | 0,21 CHF | 750 000 | 50 000 | 625 775 | 50 000 | 138 331 CHF | 11 577 CHF | 99,16% | 99,16% |
07/08/2024 | 4,07% | 0,22 CHF | 0,23 CHF | 600 000 | 50 000 | 600 000 | 50 000 | 144 723 CHF | 12 560 CHF | 99,16% | 99,16% |
06/08/2024 | 3,82% | 0,26 CHF | 0,27 CHF | 600 000 | 50 000 | 600 000 | 50 000 | 153 963 CHF | 13 330 CHF | 99,16% | 99,16% |
02/08/2024 | 4,79% | 0,21 CHF | 0,22 CHF | 600 000 | 50 000 | 654 661 | 50 000 | 133 240 CHF | 10 708 CHF | 97,76% | 97,76% |
30/07/2024 | 5,08% | 0,19 CHF | 0,20 CHF | 750 000 | 50 000 | 749 994 | 50 000 | 144 002 CHF | 10 100 CHF | 99,17% | 99,17% |