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 | 13,11% | 0,08 CHF | 0,09 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 53 854 CHF | 20 451 CHF | 99,15% | 99,15% |
14/08/2024 | 13,08% | 0,07 CHF | 0,08 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 53 713 CHF | 20 404 CHF | 96,54% | 96,54% |
13/08/2024 | 12,00% | 0,08 CHF | 0,09 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 59 154 CHF | 22 218 CHF | 99,15% | 99,15% |
12/08/2024 | 11,20% | 0,08 CHF | 0,09 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 63 410 CHF | 23 637 CHF | 99,17% | 99,17% |
09/08/2024 | 9,46% | 0,10 CHF | 0,11 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 76 063 CHF | 27 855 CHF | 99,16% | 99,16% |
08/08/2024 | 10,57% | 0,09 CHF | 0,10 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 67 567 CHF | 25 022 CHF | 98,85% | 98,85% |
07/08/2024 | 9,27% | 0,11 CHF | 0,12 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 77 576 CHF | 28 359 CHF | 99,16% | 99,16% |
06/08/2024 | 12,82% | 0,08 CHF | 0,09 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 55 208 CHF | 20 903 CHF | 99,15% | 99,15% |
02/08/2024 | 8,53% | 0,10 CHF | 0,11 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 84 545 CHF | 30 682 CHF | 93,94% | 93,94% |
31/07/2024 | 5,52% | 0,18 CHF | 0,19 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 132 374 CHF | 46 625 CHF | 39,53% | 39,53% |