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 | 18,63% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 990 789 | 422 860 | 48 319 CHF | 25 031 CHF | 99,39% | 99,39% |
14/08/2024 | 14,82% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 807 334 | 411 997 | 50 447 CHF | 29 878 CHF | 98,88% | 98,88% |
13/08/2024 | 12,83% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 683 711 | 356 562 | 49 894 CHF | 29 587 CHF | 98,88% | 98,88% |
12/08/2024 | 12,70% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 681 861 | 354 392 | 50 266 CHF | 29 671 CHF | 98,79% | 98,79% |
09/08/2024 | 12,94% | 0,07 CHF | 0,08 CHF | 675 000 | 350 000 | 696 042 | 364 705 | 50 287 CHF | 30 031 CHF | 98,82% | 98,82% |
08/08/2024 | 8,44% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 454 268 | 453 234 | 51 565 CHF | 55 984 CHF | 96,83% | 96,83% |
07/08/2024 | 9,74% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 510 273 | 466 639 | 49 850 CHF | 50 560 CHF | 98,64% | 98,64% |
06/08/2024 | 6,85% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 368 734 | 368 734 | 52 025 CHF | 55 713 CHF | 98,73% | 98,73% |
02/08/2024 | 10,25% | 0,09 CHF | 0,10 CHF | 625 000 | 325 000 | 543 926 | 411 775 | 50 325 CHF | 43 312 CHF | 99,38% | 99,38% |
30/07/2024 | 8,46% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 456 246 | 456 246 | 51 625 CHF | 56 188 CHF | 99,38% | 99,38% |