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 | 8,05% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 432 600 | 432 600 | 51 547 CHF | 55 873 CHF | 100,00% | 100,00% |
14/08/2024 | 7,07% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 382 641 | 382 641 | 52 237 CHF | 56 064 CHF | 99,49% | 99,49% |
13/08/2024 | 6,17% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 331 642 | 331 642 | 52 058 CHF | 55 375 CHF | 99,51% | 99,51% |
12/08/2024 | 5,60% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 52 152 CHF | 55 152 CHF | 99,40% | 99,40% |
09/08/2024 | 5,35% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 292 281 | 292 281 | 53 154 CHF | 56 076 CHF | 99,43% | 99,43% |
08/08/2024 | 4,70% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 254 220 | 254 220 | 52 844 CHF | 55 386 CHF | 97,50% | 97,50% |
07/08/2024 | 4,92% | 0,18 CHF | 0,19 CHF | 275 000 | 275 000 | 257 884 | 257 883 | 51 203 CHF | 53 782 CHF | 99,27% | 99,27% |
06/08/2024 | 3,84% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 204 635 | 204 635 | 52 245 CHF | 54 291 CHF | 99,50% | 99,50% |
02/08/2024 | 4,87% | 0,25 CHF | 0,26 CHF | 225 000 | 225 000 | 264 951 | 264 951 | 53 000 CHF | 55 649 CHF | 99,98% | 99,98% |
30/07/2024 | 7,17% | 0,14 CHF | 0,15 CHF | 400 000 | 400 000 | 388 695 | 388 695 | 52 258 CHF | 56 145 CHF | 100,00% | 100,00% |