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 | 10,25% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 551 895 | 356 010 | 51 069 CHF | 36 865 CHF | 99,39% | 99,39% |
14/08/2024 | 10,58% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 575 078 | 308 917 | 51 467 CHF | 30 764 CHF | 98,86% | 98,86% |
13/08/2024 | 10,76% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 577 133 | 315 305 | 50 788 CHF | 31 134 CHF | 98,87% | 98,87% |
12/08/2024 | 10,46% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 564 062 | 331 837 | 51 102 CHF | 33 732 CHF | 98,74% | 98,74% |
09/08/2024 | 8,89% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 484 075 | 478 252 | 52 074 CHF | 56 274 CHF | 98,84% | 98,84% |
08/08/2024 | 13,09% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 706 919 | 367 130 | 50 544 CHF | 29 914 CHF | 96,86% | 96,86% |
07/08/2024 | 11,08% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 599 462 | 303 555 | 51 124 CHF | 28 926 CHF | 98,63% | 98,63% |
06/08/2024 | 13,39% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 718 408 | 373 684 | 49 946 CHF | 29 774 CHF | 98,77% | 98,77% |
02/08/2024 | 9,10% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 482 134 | 452 533 | 50 593 CHF | 52 489 CHF | 99,38% | 99,38% |
30/07/2024 | 9,19% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 489 562 | 483 675 | 50 858 CHF | 55 107 CHF | 99,37% | 99,37% |