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 | 10,79% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 585 752 | 308 795 | 51 349 CHF | 30 240 CHF | 99,33% | 99,33% |
14/08/2024 | 10,00% | 0,09 CHF | 0,10 CHF | 625 000 | 325 000 | 531 587 | 436 197 | 50 489 CHF | 46 478 CHF | 98,61% | 98,61% |
13/08/2024 | 10,72% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 578 514 | 303 534 | 51 063 CHF | 29 848 CHF | 98,92% | 98,92% |
12/08/2024 | 10,49% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 570 624 | 320 800 | 51 536 CHF | 32 415 CHF | 98,75% | 98,75% |
09/08/2024 | 9,05% | 0,10 CHF | 0,11 CHF | 575 000 | 300 000 | 495 598 | 448 890 | 52 339 CHF | 52 386 CHF | 98,83% | 98,83% |
08/08/2024 | 12,27% | 0,08 CHF | 0,09 CHF | 600 000 | 300 000 | 661 934 | 340 983 | 50 661 CHF | 29 491 CHF | 96,58% | 96,58% |
07/08/2024 | 11,08% | 0,09 CHF | 0,10 CHF | 625 000 | 325 000 | 601 963 | 310 984 | 51 360 CHF | 29 646 CHF | 98,96% | 98,96% |
06/08/2024 | 13,64% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 715 205 | 376 082 | 48 792 CHF | 29 446 CHF | 98,41% | 98,41% |
02/08/2024 | 14,68% | 0,08 CHF | 0,09 CHF | 725 000 | 375 000 | 786 879 | 410 121 | 49 682 CHF | 30 014 CHF | 99,19% | 99,19% |
30/07/2024 | 10,80% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 587 104 | 305 261 | 51 460 CHF | 29 815 CHF | 99,47% | 99,47% |