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 | 14,33% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 772 886 | 399 182 | 50 086 CHF | 29 865 CHF | 99,80% | 99,80% |
14/08/2024 | 13,33% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 725 000 | 375 000 | 50 750 CHF | 30 000 CHF | 99,28% | 99,28% |
13/08/2024 | 13,35% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 721 308 | 374 279 | 50 423 CHF | 29 907 CHF | 99,39% | 99,39% |
12/08/2024 | 13,33% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 719 523 | 373 444 | 50 367 CHF | 29 876 CHF | 99,05% | 99,05% |
09/08/2024 | 13,29% | 0,07 CHF | 0,08 CHF | 675 000 | 350 000 | 720 765 | 372 882 | 50 653 CHF | 29 934 CHF | 99,47% | 99,47% |
08/08/2024 | 13,30% | 0,08 CHF | 0,09 CHF | 725 000 | 375 000 | 723 450 | 374 225 | 50 797 CHF | 30 019 CHF | 100,00% | 100,00% |
07/08/2024 | 14,16% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 767 903 | 396 059 | 50 416 CHF | 29 966 CHF | 99,28% | 99,28% |
06/08/2024 | 12,56% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 672 268 | 350 716 | 50 168 CHF | 29 675 CHF | 99,36% | 99,36% |
02/08/2024 | 15,02% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 824 968 | 416 656 | 50 791 CHF | 29 833 CHF | 99,81% | 99,81% |
30/07/2024 | 20,00% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 252 607 | 45 000 CHF | 13 893 CHF | 100,00% | 100,00% |