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 | 12,87% | 0,08 CHF | 0,09 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 36 492 CHF | 12 448 CHF | 99,16% | 99,16% |
14/08/2024 | 13,11% | 0,07 CHF | 0,08 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 35 702 CHF | 12 211 CHF | 96,52% | 96,52% |
13/08/2024 | 13,85% | 0,07 CHF | 0,08 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 33 736 CHF | 11 621 CHF | 99,16% | 99,16% |
12/08/2024 | 13,24% | 0,07 CHF | 0,08 CHF | 500 000 | 150 000 | 363 809 | 150 000 | 25 616 CHF | 12 090 CHF | 99,16% | 99,16% |
09/08/2024 | 11,64% | 0,08 CHF | 0,09 CHF | 250 000 | 150 000 | 250 000 | 142 150 | 20 247 CHF | 12 891 CHF | 99,17% | 99,17% |
08/08/2024 | 12,07% | 0,08 CHF | 0,09 CHF | 250 000 | 150 000 | 250 000 | 150 000 | 19 521 CHF | 13 212 CHF | 98,84% | 98,84% |
07/08/2024 | 10,59% | 0,09 CHF | 0,10 CHF | 250 000 | 100 000 | 250 000 | 105 879 | 22 414 CHF | 10 495 CHF | 75,31% | 75,31% |
06/08/2024 | 12,79% | 0,08 CHF | 0,09 CHF | 250 000 | 150 000 | 250 000 | 149 084 | 18 376 CHF | 12 434 CHF | 99,15% | 99,15% |
02/08/2024 | 9,79% | 0,09 CHF | 0,10 CHF | 250 000 | 100 000 | 250 000 | 100 138 | 24 388 CHF | 10 768 CHF | 93,89% | 93,89% |
31/07/2024 | 8,49% | 0,11 CHF | 0,12 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 28 249 CHF | 12 300 CHF | 39,54% | 39,54% |