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 | 16,62% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 917 984 | 465 377 | 50 659 CHF | 30 340 CHF | 100,00% | 100,00% |
14/08/2024 | 16,38% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 909 287 | 464 524 | 50 979 CHF | 30 680 CHF | 99,48% | 99,48% |
13/08/2024 | 17,32% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 950 643 | 483 023 | 50 131 CHF | 30 318 CHF | 99,44% | 99,44% |
12/08/2024 | 16,44% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 904 651 | 463 706 | 50 522 CHF | 30 524 CHF | 99,08% | 99,08% |
09/08/2024 | 14,11% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 767 397 | 394 049 | 50 540 CHF | 29 905 CHF | 99,39% | 99,39% |
08/08/2024 | 13,91% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 755 931 | 390 464 | 50 566 CHF | 30 025 CHF | 97,49% | 97,49% |
07/08/2024 | 14,25% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 772 004 | 397 455 | 50 338 CHF | 29 896 CHF | 99,26% | 99,26% |
06/08/2024 | 12,91% | 0,07 CHF | 0,08 CHF | 675 000 | 350 000 | 694 785 | 360 543 | 50 313 CHF | 29 724 CHF | 99,21% | 99,21% |
02/08/2024 | 10,23% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 550 173 | 365 026 | 51 044 CHF | 37 925 CHF | 100,00% | 100,00% |
30/07/2024 | 7,90% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 421 364 | 421 364 | 51 230 CHF | 55 444 CHF | 100,00% | 100,00% |