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 | 11,88% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 631 462 | 328 192 | 50 010 CHF | 29 273 CHF | 99,38% | 99,38% |
14/08/2024 | 10,97% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 594 684 | 300 000 | 51 266 CHF | 28 870 CHF | 98,88% | 98,88% |
13/08/2024 | 9,95% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 525 843 | 412 154 | 50 172 CHF | 44 056 CHF | 98,86% | 98,86% |
12/08/2024 | 10,53% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 568 926 | 299 066 | 51 205 CHF | 29 908 CHF | 98,71% | 98,71% |
09/08/2024 | 9,66% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 509 803 | 473 859 | 50 202 CHF | 51 705 CHF | 98,82% | 98,82% |
08/08/2024 | 8,68% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 467 756 | 467 756 | 51 568 CHF | 56 246 CHF | 96,86% | 96,86% |
07/08/2024 | 9,57% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 500 850 | 486 333 | 49 821 CHF | 53 372 CHF | 98,66% | 98,66% |
06/08/2024 | 7,92% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 425 142 | 425 141 | 51 526 CHF | 55 778 CHF | 98,85% | 98,85% |
02/08/2024 | 9,27% | 0,12 CHF | 0,13 CHF | 475 000 | 475 000 | 493 727 | 493 727 | 50 873 CHF | 55 810 CHF | 99,38% | 99,38% |
30/07/2024 | 9,85% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 516 217 | 449 875 | 49 810 CHF | 48 283 CHF | 99,38% | 99,38% |