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 | 15,08% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 826 996 | 418 805 | 50 710 CHF | 29 879 CHF | 99,39% | 99,39% |
14/08/2024 | 16,17% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 897 753 | 456 835 | 51 042 CHF | 30 530 CHF | 98,86% | 98,86% |
13/08/2024 | 16,68% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 910 147 | 466 169 | 50 056 CHF | 30 300 CHF | 98,87% | 98,87% |
12/08/2024 | 16,72% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 912 781 | 466 644 | 50 043 CHF | 30 251 CHF | 98,47% | 98,47% |
09/08/2024 | 15,51% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 855 706 | 431 278 | 50 891 CHF | 29 959 CHF | 98,82% | 98,82% |
08/08/2024 | 19,54% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 993 450 | 321 670 | 46 000 CHF | 18 365 CHF | 96,84% | 96,84% |
07/08/2024 | 18,31% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 992 735 | 479 061 | 49 284 CHF | 28 638 CHF | 98,64% | 98,64% |
06/08/2024 | 17,64% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 966 220 | 486 728 | 49 896 CHF | 30 020 CHF | 98,86% | 98,86% |
02/08/2024 | 13,66% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 740 399 | 382 006 | 50 489 CHF | 29 873 CHF | 99,39% | 99,39% |
30/07/2024 | 10,75% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 578 550 | 321 032 | 50 952 CHF | 31 803 CHF | 99,38% | 99,38% |