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 | 8,65% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 471 818 | 471 817 | 52 188 CHF | 56 906 CHF | 100,00% | 100,00% |
14/08/2024 | 8,56% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 466 138 | 466 139 | 52 129 CHF | 56 790 CHF | 100,00% | 100,00% |
13/08/2024 | 9,62% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 515 325 | 425 439 | 50 984 CHF | 47 120 CHF | 98,82% | 98,82% |
12/08/2024 | 9,30% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 490 746 | 490 746 | 50 388 CHF | 55 295 CHF | 98,80% | 98,80% |
09/08/2024 | 9,08% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 486 714 | 486 714 | 51 204 CHF | 56 071 CHF | 99,85% | 99,85% |
08/08/2024 | 9,44% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 497 004 | 497 003 | 50 196 CHF | 55 166 CHF | 100,00% | 100,00% |
07/08/2024 | 8,44% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 455 902 | 455 907 | 51 753 CHF | 56 312 CHF | 99,41% | 99,41% |
06/08/2024 | 9,17% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 483 916 | 483 916 | 50 310 CHF | 55 149 CHF | 98,54% | 98,54% |
02/08/2024 | 7,86% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 421 243 | 421 245 | 51 539 CHF | 55 752 CHF | 99,69% | 99,69% |
30/07/2024 | 6,68% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 363 150 | 359 626 | 52 493 CHF | 55 743 CHF | 96,68% | 96,68% |