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 | 8,44% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 456 342 | 456 342 | 51 784 CHF | 56 347 CHF | 99,39% | 99,39% |
14/08/2024 | 8,28% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 443 199 | 443 197 | 51 335 CHF | 55 767 CHF | 98,86% | 98,86% |
13/08/2024 | 7,92% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 418 406 | 418 405 | 50 782 CHF | 54 966 CHF | 98,84% | 98,84% |
12/08/2024 | 8,58% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 464 631 | 464 631 | 51 816 CHF | 56 463 CHF | 98,79% | 98,79% |
09/08/2024 | 7,44% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 399 875 | 399 875 | 51 812 CHF | 55 810 CHF | 98,82% | 98,82% |
08/08/2024 | 9,62% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 512 497 | 447 073 | 50 776 CHF | 49 222 CHF | 96,86% | 96,86% |
07/08/2024 | 7,96% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 427 978 | 427 978 | 51 684 CHF | 55 963 CHF | 98,65% | 98,65% |
06/08/2024 | 8,24% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 445 478 | 445 478 | 51 850 CHF | 56 305 CHF | 98,71% | 98,71% |
02/08/2024 | 7,86% | 0,12 CHF | 0,13 CHF | 475 000 | 475 000 | 424 063 | 424 059 | 51 895 CHF | 56 135 CHF | 99,38% | 99,38% |
30/07/2024 | 6,16% | 0,15 CHF | 0,16 CHF | 325 000 | 325 000 | 330 037 | 330 036 | 51 952 CHF | 55 252 CHF | 99,38% | 99,38% |