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 | 13,73% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 745 418 | 384 686 | 50 574 CHF | 29 952 CHF | 100,00% | 100,00% |
14/08/2024 | 13,88% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 754 959 | 387 586 | 50 591 CHF | 29 867 CHF | 99,47% | 99,47% |
13/08/2024 | 14,72% | 0,07 CHF | 0,08 CHF | 850 000 | 425 000 | 804 662 | 410 060 | 50 638 CHF | 29 919 CHF | 99,50% | 99,50% |
12/08/2024 | 12,32% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 665 028 | 345 014 | 50 644 CHF | 29 725 CHF | 99,20% | 99,20% |
09/08/2024 | 11,87% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 634 909 | 328 774 | 50 334 CHF | 29 349 CHF | 99,45% | 99,45% |
08/08/2024 | 10,61% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 575 897 | 317 188 | 51 414 CHF | 31 683 CHF | 97,50% | 97,50% |
07/08/2024 | 10,13% | 0,10 CHF | 0,11 CHF | 475 000 | 475 000 | 543 905 | 389 522 | 50 958 CHF | 41 289 CHF | 99,25% | 99,25% |
06/08/2024 | 9,66% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 509 363 | 436 516 | 50 113 CHF | 47 925 CHF | 99,42% | 99,42% |
02/08/2024 | 8,95% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 483 168 | 396 220 | 51 655 CHF | 47 804 CHF | 100,00% | 100,00% |
30/07/2024 | 14,97% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 821 306 | 415 953 | 50 772 CHF | 29 886 CHF | 100,00% | 100,00% |