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 | 10,04% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 545 199 | 361 494 | 51 594 CHF | 38 648 CHF | 100,00% | 100,00% |
14/08/2024 | 10,75% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 585 601 | 300 393 | 51 547 CHF | 29 458 CHF | 99,47% | 99,47% |
13/08/2024 | 12,96% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 701 333 | 363 166 | 50 591 CHF | 29 831 CHF | 99,41% | 99,41% |
12/08/2024 | 12,27% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 650 168 | 338 799 | 49 726 CHF | 29 299 CHF | 99,31% | 99,31% |
09/08/2024 | 11,51% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 616 056 | 315 555 | 50 441 CHF | 28 979 CHF | 99,41% | 99,41% |
08/08/2024 | 13,02% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 706 423 | 365 712 | 50 716 CHF | 29 914 CHF | 97,45% | 97,45% |
07/08/2024 | 12,34% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 663 880 | 344 440 | 50 463 CHF | 29 628 CHF | 99,26% | 99,26% |
06/08/2024 | 13,26% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 715 713 | 371 805 | 50 430 CHF | 29 916 CHF | 99,41% | 99,41% |
02/08/2024 | 13,08% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 706 943 | 365 761 | 50 525 CHF | 29 799 CHF | 100,00% | 100,00% |
30/07/2024 | 10,92% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 591 662 | 300 000 | 51 246 CHF | 28 996 CHF | 100,00% | 100,00% |