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 | 18,51% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 995 350 | 451 498 | 48 864 CHF | 26 847 CHF | 99,38% | 99,38% |
14/08/2024 | 17,08% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 945 180 | 481 727 | 50 648 CHF | 30 640 CHF | 98,87% | 98,87% |
13/08/2024 | 15,89% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 873 257 | 443 347 | 50 575 CHF | 30 100 CHF | 98,89% | 98,89% |
12/08/2024 | 16,62% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 908 892 | 468 461 | 50 151 CHF | 30 532 CHF | 98,71% | 98,71% |
09/08/2024 | 15,44% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 850 000 | 425 000 | 50 812 CHF | 29 656 CHF | 98,84% | 98,84% |
08/08/2024 | 13,81% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 747 543 | 385 551 | 50 389 CHF | 29 862 CHF | 96,84% | 96,84% |
07/08/2024 | 15,31% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 838 320 | 421 841 | 50 574 CHF | 29 670 CHF | 98,66% | 98,66% |
06/08/2024 | 12,44% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 664 630 | 345 956 | 50 080 CHF | 29 527 CHF | 98,80% | 98,80% |
02/08/2024 | 14,81% | 0,08 CHF | 0,09 CHF | 725 000 | 375 000 | 815 888 | 412 569 | 51 031 CHF | 29 951 CHF | 99,39% | 99,39% |
30/07/2024 | 15,91% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 876 851 | 444 613 | 50 741 CHF | 30 165 CHF | 99,39% | 99,39% |