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 | 9,87% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 525 476 | 432 064 | 50 581 CHF | 46 478 CHF | 100,00% | 100,00% |
14/08/2024 | 10,53% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 575 137 | 300 000 | 51 742 CHF | 29 989 CHF | 99,48% | 99,48% |
13/08/2024 | 10,63% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 579 560 | 300 000 | 51 631 CHF | 29 735 CHF | 99,55% | 99,55% |
12/08/2024 | 10,97% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 594 541 | 302 537 | 51 244 CHF | 29 110 CHF | 99,41% | 99,41% |
09/08/2024 | 11,12% | 0,08 CHF | 0,09 CHF | 600 000 | 300 000 | 599 462 | 302 347 | 50 949 CHF | 28 721 CHF | 99,41% | 99,41% |
08/08/2024 | 11,66% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 623 223 | 320 773 | 50 329 CHF | 29 100 CHF | 97,53% | 97,53% |
07/08/2024 | 13,26% | 0,07 CHF | 0,08 CHF | 675 000 | 350 000 | 718 922 | 371 962 | 50 638 CHF | 29 919 CHF | 99,29% | 99,29% |
06/08/2024 | 13,77% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 746 233 | 385 813 | 50 457 CHF | 29 949 CHF | 99,46% | 99,46% |
02/08/2024 | 13,08% | 0,06 CHF | 0,07 CHF | 675 000 | 350 000 | 710 367 | 367 298 | 50 770 CHF | 29 927 CHF | 100,00% | 100,00% |
30/07/2024 | 19,02% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 388 063 | 47 699 CHF | 22 688 CHF | 100,00% | 100,00% |