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 | 9,36% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 495 222 | 495 222 | 50 473 CHF | 55 425 CHF | 100,00% | 100,00% |
14/08/2024 | 7,95% | 0,10 CHF | 0,11 CHF | 475 000 | 475 000 | 425 640 | 425 641 | 51 428 CHF | 55 684 CHF | 99,47% | 99,47% |
13/08/2024 | 6,80% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 368 977 | 368 977 | 52 446 CHF | 56 136 CHF | 99,50% | 99,50% |
12/08/2024 | 7,50% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 403 345 | 403 345 | 51 767 CHF | 55 800 CHF | 99,19% | 99,19% |
09/08/2024 | 7,11% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 386 550 | 386 550 | 52 428 CHF | 56 294 CHF | 99,45% | 99,45% |
08/08/2024 | 7,46% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 400 240 | 400 239 | 51 719 CHF | 55 721 CHF | 97,51% | 97,51% |
07/08/2024 | 7,18% | 0,12 CHF | 0,13 CHF | 475 000 | 475 000 | 389 827 | 389 827 | 52 379 CHF | 56 277 CHF | 99,27% | 99,27% |
06/08/2024 | 6,38% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 342 810 | 342 810 | 52 046 CHF | 55 474 CHF | 99,38% | 99,38% |
02/08/2024 | 8,39% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 447 428 | 418 260 | 51 097 CHF | 52 660 CHF | 100,00% | 100,00% |
30/07/2024 | 4,35% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 238 991 | 238 991 | 53 700 CHF | 56 090 CHF | 100,00% | 100,00% |