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 | 9,93% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 539 266 | 358 197 | 51 584 CHF | 38 869 CHF | 99,73% | 99,73% |
14/08/2024 | 10,28% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 557 903 | 345 590 | 51 466 CHF | 35 636 CHF | 99,20% | 99,20% |
13/08/2024 | 10,50% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 569 330 | 324 164 | 51 373 CHF | 32 755 CHF | 99,83% | 99,83% |
12/08/2024 | 10,19% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 546 929 | 374 856 | 50 922 CHF | 39 105 CHF | 99,78% | 99,78% |
09/08/2024 | 9,96% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 531 895 | 414 945 | 50 698 CHF | 44 256 CHF | 99,55% | 99,55% |
08/08/2024 | 10,53% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 568 301 | 340 115 | 51 118 CHF | 34 387 CHF | 97,51% | 97,51% |
07/08/2024 | 10,28% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 557 097 | 355 571 | 51 362 CHF | 36 832 CHF | 99,70% | 99,70% |
06/08/2024 | 11,50% | 0,09 CHF | 0,10 CHF | 625 000 | 325 000 | 610 840 | 336 070 | 49 966 CHF | 31 145 CHF | 100,00% | 100,00% |
02/08/2024 | 8,30% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 438 484 | 438 485 | 50 674 CHF | 55 059 CHF | 100,00% | 100,00% |
30/07/2024 | 4,61% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 52 982 CHF | 55 482 CHF | 100,00% | 100,00% |