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 | 10,94% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 594 576 | 309 270 | 51 385 CHF | 29 825 CHF | 100,00% | 100,00% |
14/08/2024 | 9,82% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 520 890 | 442 344 | 50 420 CHF | 47 733 CHF | 99,49% | 99,49% |
13/08/2024 | 8,51% | 0,10 CHF | 0,11 CHF | 475 000 | 475 000 | 460 018 | 460 019 | 51 761 CHF | 56 361 CHF | 99,52% | 99,52% |
12/08/2024 | 7,77% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 414 895 | 414 895 | 51 328 CHF | 55 477 CHF | 99,37% | 99,37% |
09/08/2024 | 7,41% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 399 082 | 399 082 | 51 876 CHF | 55 866 CHF | 99,45% | 99,45% |
08/08/2024 | 6,39% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 345 192 | 345 192 | 52 266 CHF | 55 718 CHF | 97,49% | 97,49% |
07/08/2024 | 6,78% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 367 154 | 367 152 | 52 303 CHF | 55 975 CHF | 99,27% | 99,27% |
06/08/2024 | 5,19% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 277 334 | 277 332 | 52 023 CHF | 54 796 CHF | 99,50% | 99,50% |
02/08/2024 | 6,83% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 377 406 | 369 441 | 53 239 CHF | 55 977 CHF | 100,00% | 100,00% |
30/07/2024 | 9,99% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 534 056 | 409 184 | 50 771 CHF | 43 552 CHF | 100,00% | 100,00% |