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 | 11,25% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 604 918 | 307 553 | 50 748 CHF | 28 870 CHF | 100,00% | 100,00% |
14/08/2024 | 10,53% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 572 273 | 316 662 | 51 458 CHF | 31 825 CHF | 100,00% | 100,00% |
13/08/2024 | 9,66% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 504 711 | 468 735 | 49 699 CHF | 51 149 CHF | 98,89% | 98,89% |
12/08/2024 | 9,93% | 0,09 CHF | 0,10 CHF | 250 000 | 250 000 | 507 412 | 416 028 | 48 638 CHF | 44 542 CHF | 99,29% | 99,29% |
09/08/2024 | 9,32% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 493 958 | 493 958 | 50 558 CHF | 55 498 CHF | 99,80% | 99,80% |
08/08/2024 | 8,33% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 449 480 | 449 483 | 51 657 CHF | 56 152 CHF | 100,00% | 100,00% |
07/08/2024 | 8,43% | 0,10 CHF | 0,11 CHF | 475 000 | 475 000 | 450 312 | 450 312 | 51 155 CHF | 55 658 CHF | 99,43% | 99,43% |
06/08/2024 | 6,45% | 0,14 CHF | 0,15 CHF | 325 000 | 325 000 | 346 814 | 346 815 | 52 101 CHF | 55 570 CHF | 99,84% | 99,84% |
02/08/2024 | 9,35% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 488 576 | 488 576 | 49 766 CHF | 54 652 CHF | 99,78% | 99,78% |
31/07/2024 | 8,96% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 480 706 | 480 680 | 51 305 CHF | 56 109 CHF | 32,10% | 32,10% |