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 | 7,20% | 0,14 CHF | 0,15 CHF | 200 000 | 200 000 | 90 505 | 90 505 | 12 625 CHF | 13 534 CHF | 99,90% | 99,90% |
14/08/2024 | 6,67% | 0,13 CHF | 0,14 CHF | 210 000 | 210 000 | 89 577 | 89 577 | 13 057 CHF | 13 958 CHF | 98,88% | 98,88% |
13/08/2024 | 6,98% | 0,16 CHF | 0,17 CHF | 200 000 | 200 000 | 89 000 | 89 000 | 13 270 CHF | 14 164 CHF | 100,00% | 100,00% |
12/08/2024 | 6,73% | 0,14 CHF | 0,15 CHF | 200 000 | 200 000 | 88 384 | 88 384 | 13 116 CHF | 14 007 CHF | 99,13% | 99,13% |
09/08/2024 | 6,95% | 0,15 CHF | 0,16 CHF | 210 000 | 210 000 | 96 792 | 96 792 | 13 889 CHF | 14 863 CHF | 99,84% | 99,84% |
08/08/2024 | 8,64% | 0,12 CHF | 0,13 CHF | 220 000 | 220 000 | 100 038 | 100 038 | 11 685 CHF | 12 690 CHF | 99,90% | 99,90% |
07/08/2024 | 7,31% | 0,13 CHF | 0,14 CHF | 210 000 | 210 000 | 98 618 | 98 618 | 13 302 CHF | 14 293 CHF | 99,99% | 99,99% |
06/08/2024 | 6,13% | 0,13 CHF | 0,14 CHF | 220 000 | 220 000 | 100 267 | 100 267 | 15 694 CHF | 16 701 CHF | 99,76% | 99,76% |
02/08/2024 | 3,76% | 0,19 CHF | 0,20 CHF | 170 000 | 170 000 | 57 634 | 57 634 | 13 471 CHF | 14 051 CHF | 86,64% | 99,03% |
30/07/2024 | 1,56% | 0,63 CHF | 0,64 CHF | 120 000 | 120 000 | 53 522 | 53 522 | 34 723 CHF | 35 260 CHF | 100,00% | 100,00% |