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 | 9,53% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 499 470 | 496 548 | 49 899 CHF | 54 595 CHF | 99,39% | 99,39% |
14/08/2024 | 9,16% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 489 305 | 489 305 | 51 026 CHF | 55 919 CHF | 98,86% | 98,86% |
13/08/2024 | 9,43% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 497 622 | 497 622 | 50 290 CHF | 55 266 CHF | 98,87% | 98,87% |
12/08/2024 | 9,05% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 483 967 | 483 967 | 51 087 CHF | 55 926 CHF | 98,76% | 98,76% |
09/08/2024 | 8,36% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 450 736 | 450 736 | 51 610 CHF | 56 118 CHF | 98,80% | 98,80% |
08/08/2024 | 8,29% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 445 864 | 445 864 | 51 513 CHF | 55 972 CHF | 96,88% | 96,88% |
07/08/2024 | 8,63% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 468 786 | 468 786 | 51 960 CHF | 56 648 CHF | 98,64% | 98,64% |
06/08/2024 | 9,39% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 491 319 | 491 317 | 49 899 CHF | 54 812 CHF | 98,84% | 98,84% |
02/08/2024 | 9,80% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 520 404 | 443 991 | 50 456 CHF | 47 943 CHF | 99,39% | 99,39% |
30/07/2024 | 7,36% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 399 068 | 399 068 | 52 227 CHF | 56 218 CHF | 99,39% | 99,39% |