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 | 11,89% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 636 425 | 329 122 | 50 370 CHF | 29 328 CHF | 99,80% | 99,80% |
14/08/2024 | 10,91% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 591 578 | 303 527 | 51 308 CHF | 29 368 CHF | 99,28% | 99,28% |
13/08/2024 | 10,95% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 589 405 | 301 707 | 50 901 CHF | 29 087 CHF | 99,39% | 99,39% |
12/08/2024 | 11,56% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 613 667 | 316 827 | 50 032 CHF | 28 992 CHF | 99,06% | 99,06% |
09/08/2024 | 11,37% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 609 552 | 309 690 | 50 591 CHF | 28 786 CHF | 99,47% | 99,47% |
08/08/2024 | 10,59% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 576 953 | 306 190 | 51 618 CHF | 30 488 CHF | 100,00% | 100,00% |
07/08/2024 | 10,11% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 542 153 | 388 658 | 50 912 CHF | 40 928 CHF | 99,27% | 99,27% |
06/08/2024 | 11,64% | 0,08 CHF | 0,09 CHF | 600 000 | 300 000 | 613 956 | 318 420 | 49 696 CHF | 28 961 CHF | 99,35% | 99,35% |
02/08/2024 | 10,68% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 582 010 | 300 493 | 51 611 CHF | 29 659 CHF | 99,81% | 99,81% |
30/07/2024 | 6,91% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 375 261 | 375 261 | 52 453 CHF | 56 206 CHF | 100,00% | 100,00% |