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 | 10,34% | 0,15 CHF | 0,17 CHF | 340 000 | 50 000 | 363 913 | 49 305 | 50 688 CHF | 7 642 CHF | 98,37% | 98,37% |
14/08/2024 | 12,77% | 0,12 CHF | 0,14 CHF | 420 000 | 50 000 | 419 132 | 48 397 | 50 466 CHF | 6 623 CHF | 81,86% | 81,86% |
13/08/2024 | 14,65% | 0,10 CHF | 0,11 CHF | 500 000 | 50 000 | 498 594 | 50 000 | 48 422 CHF | 5 621 CHF | 97,10% | 97,10% |
12/08/2024 | 14,73% | 0,11 CHF | 0,12 CHF | 460 000 | 50 000 | 491 056 | 50 000 | 50 134 CHF | 5 924 CHF | 97,85% | 97,85% |
09/08/2024 | 14,72% | 0,10 CHF | 0,12 CHF | 500 000 | 50 000 | 454 284 | 50 000 | 50 329 CHF | 6 451 CHF | 100,00% | 100,00% |
08/08/2024 | 11,54% | 0,12 CHF | 0,14 CHF | 420 000 | 50 000 | 444 449 | 50 000 | 50 522 CHF | 6 391 CHF | 91,71% | 91,71% |
07/08/2024 | 12,89% | 0,13 CHF | 0,15 CHF | 390 000 | 50 000 | 410 076 | 50 000 | 50 500 CHF | 7 018 CHF | 100,00% | 100,00% |
06/08/2024 | 17,82% | 0,12 CHF | 0,14 CHF | 420 000 | 50 000 | 419 414 | 37 653 | 50 442 CHF | 5 318 CHF | 99,56% | 99,56% |
02/08/2024 | 29,85% | 0,14 CHF | 0,19 CHF | 360 000 | 20 000 | 344 314 | 20 000 | 50 855 CHF | 3 994 CHF | 95,60% | 95,60% |
31/07/2024 | 8,18% | 0,19 CHF | 0,21 CHF | 270 000 | 50 000 | 251 233 | 45 557 | 50 406 CHF | 9 883 CHF | 29,49% | 29,49% |