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 | 17,51% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 965 728 | 488 575 | 50 362 CHF | 30 378 CHF | 100,00% | 100,00% |
14/08/2024 | 17,71% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 977 076 | 492 359 | 50 293 CHF | 30 279 CHF | 99,49% | 99,49% |
13/08/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 991 258 | 497 086 | 49 563 CHF | 29 825 CHF | 99,43% | 99,43% |
12/08/2024 | 16,63% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 920 770 | 469 594 | 50 768 CHF | 30 586 CHF | 99,45% | 99,45% |
09/08/2024 | 14,81% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 810 640 | 411 880 | 50 656 CHF | 29 872 CHF | 99,46% | 99,46% |
08/08/2024 | 14,44% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 786 199 | 403 713 | 50 523 CHF | 29 988 CHF | 97,50% | 97,50% |
07/08/2024 | 13,73% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 747 129 | 385 776 | 50 676 CHF | 30 027 CHF | 99,26% | 99,26% |
06/08/2024 | 14,35% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 773 679 | 399 577 | 50 020 CHF | 29 841 CHF | 99,42% | 99,42% |
02/08/2024 | 14,62% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 793 683 | 405 799 | 50 327 CHF | 29 801 CHF | 100,00% | 100,00% |
30/07/2024 | 12,38% | 0,08 CHF | 0,09 CHF | 725 000 | 375 000 | 664 214 | 344 607 | 50 328 CHF | 29 560 CHF | 100,00% | 100,00% |