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 | 13,63% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 740 421 | 381 048 | 50 579 CHF | 29 854 CHF | 100,00% | 100,00% |
14/08/2024 | 15,08% | 0,07 CHF | 0,08 CHF | 850 000 | 425 000 | 832 996 | 419 725 | 51 070 CHF | 29 941 CHF | 99,47% | 99,47% |
13/08/2024 | 19,33% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 994 988 | 323 471 | 46 640 CHF | 18 707 CHF | 99,44% | 99,44% |
12/08/2024 | 17,89% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 977 571 | 492 524 | 49 778 CHF | 30 013 CHF | 99,30% | 99,30% |
09/08/2024 | 16,13% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 895 925 | 455 365 | 51 058 CHF | 30 492 CHF | 99,43% | 99,43% |
08/08/2024 | 18,70% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 998 214 | 411 006 | 48 548 CHF | 24 384 CHF | 97,47% | 97,47% |
07/08/2024 | 17,56% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 968 203 | 485 970 | 50 326 CHF | 30 146 CHF | 99,26% | 99,26% |
06/08/2024 | 18,71% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 988 649 | 415 530 | 47 997 CHF | 24 530 CHF | 99,38% | 99,38% |
02/08/2024 | 18,30% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 992 431 | 479 196 | 49 313 CHF | 28 662 CHF | 100,00% | 100,00% |
30/07/2024 | 14,95% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 820 325 | 415 108 | 50 771 CHF | 29 857 CHF | 100,00% | 100,00% |