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 | 6,69% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 361 503 | 361 504 | 52 171 CHF | 55 786 CHF | 100,00% | 100,00% |
14/08/2024 | 7,30% | 0,14 CHF | 0,15 CHF | 400 000 | 400 000 | 396 762 | 396 762 | 52 354 CHF | 56 321 CHF | 99,47% | 99,47% |
13/08/2024 | 9,68% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 518 950 | 432 641 | 51 014 CHF | 47 437 CHF | 99,45% | 99,45% |
12/08/2024 | 8,83% | 0,10 CHF | 0,11 CHF | 475 000 | 475 000 | 475 440 | 475 440 | 51 505 CHF | 56 259 CHF | 99,28% | 99,28% |
09/08/2024 | 8,31% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 447 751 | 447 752 | 51 627 CHF | 56 105 CHF | 99,39% | 99,39% |
08/08/2024 | 9,76% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 520 975 | 432 524 | 50 744 CHF | 47 026 CHF | 97,48% | 97,48% |
07/08/2024 | 9,19% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 491 216 | 487 441 | 51 037 CHF | 55 541 CHF | 99,26% | 99,26% |
06/08/2024 | 10,00% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 533 273 | 398 780 | 50 663 CHF | 42 375 CHF | 99,18% | 99,18% |
02/08/2024 | 9,53% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 500 322 | 486 434 | 50 024 CHF | 53 596 CHF | 100,00% | 100,00% |
30/07/2024 | 7,76% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 415 108 | 415 108 | 51 430 CHF | 55 581 CHF | 100,00% | 100,00% |