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 | 14,67% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 803 443 | 408 096 | 50 733 CHF | 29 871 CHF | 100,00% | 100,00% |
14/08/2024 | 13,95% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 758 371 | 391 682 | 50 572 CHF | 30 037 CHF | 100,00% | 100,00% |
13/08/2024 | 15,73% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 861 024 | 442 801 | 50 420 CHF | 30 357 CHF | 98,81% | 98,81% |
12/08/2024 | 15,08% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 824 087 | 416 580 | 50 531 CHF | 29 720 CHF | 98,73% | 98,73% |
09/08/2024 | 14,72% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 803 979 | 409 659 | 50 592 CHF | 29 889 CHF | 99,85% | 99,85% |
08/08/2024 | 14,99% | 0,06 CHF | 0,07 CHF | 775 000 | 400 000 | 820 570 | 416 144 | 50 632 CHF | 29 851 CHF | 100,00% | 100,00% |
07/08/2024 | 13,18% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 715 774 | 370 384 | 50 712 CHF | 29 946 CHF | 99,41% | 99,41% |
06/08/2024 | 14,36% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 772 858 | 397 183 | 49 845 CHF | 29 643 CHF | 98,52% | 98,52% |
02/08/2024 | 12,90% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 691 772 | 357 271 | 50 137 CHF | 29 467 CHF | 99,57% | 99,57% |
30/07/2024 | 10,37% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 554 918 | 400 310 | 50 689 CHF | 42 098 CHF | 96,68% | 96,68% |