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 | 13,05% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 704 904 | 364 952 | 50 485 CHF | 29 791 CHF | 100,00% | 100,00% |
14/08/2024 | 13,40% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 729 167 | 377 084 | 50 779 CHF | 30 031 CHF | 99,48% | 99,48% |
13/08/2024 | 14,18% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 773 380 | 397 776 | 50 673 CHF | 30 046 CHF | 99,52% | 99,52% |
12/08/2024 | 15,47% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 852 503 | 427 918 | 50 849 CHF | 29 801 CHF | 99,38% | 99,38% |
09/08/2024 | 14,14% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 768 698 | 396 066 | 50 545 CHF | 30 008 CHF | 99,43% | 99,43% |
08/08/2024 | 15,45% | 0,06 CHF | 0,07 CHF | 775 000 | 400 000 | 851 246 | 431 194 | 50 836 CHF | 30 064 CHF | 97,47% | 97,47% |
07/08/2024 | 15,70% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 868 049 | 439 141 | 50 977 CHF | 30 176 CHF | 99,26% | 99,26% |
06/08/2024 | 20,14% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 985 228 | 293 788 | 44 116 CHF | 16 325 CHF | 99,55% | 99,55% |
02/08/2024 | 14,75% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 800 218 | 413 928 | 50 297 CHF | 30 140 CHF | 100,00% | 100,00% |
30/07/2024 | 8,86% | 0,10 CHF | 0,11 CHF | 475 000 | 475 000 | 479 075 | 479 075 | 51 701 CHF | 56 492 CHF | 100,00% | 100,00% |