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 | 9,25% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 494 014 | 486 100 | 50 957 CHF | 55 032 CHF | 99,39% | 99,39% |
14/08/2024 | 9,28% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 490 174 | 490 173 | 50 393 CHF | 55 295 CHF | 98,88% | 98,88% |
13/08/2024 | 9,65% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 506 432 | 474 570 | 49 957 CHF | 51 792 CHF | 98,90% | 98,90% |
12/08/2024 | 9,20% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 487 256 | 487 256 | 50 553 CHF | 55 426 CHF | 98,78% | 98,78% |
09/08/2024 | 8,18% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 435 791 | 435 791 | 51 084 CHF | 55 442 CHF | 98,85% | 98,85% |
08/08/2024 | 8,56% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 462 799 | 462 799 | 51 763 CHF | 56 391 CHF | 96,87% | 96,87% |
07/08/2024 | 8,08% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 430 714 | 430 714 | 51 151 CHF | 55 458 CHF | 98,65% | 98,65% |
06/08/2024 | 8,41% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 451 429 | 451 429 | 51 311 CHF | 55 825 CHF | 98,86% | 98,86% |
02/08/2024 | 8,19% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 439 515 | 439 515 | 51 455 CHF | 55 850 CHF | 99,39% | 99,39% |
30/07/2024 | 10,50% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 569 223 | 316 555 | 51 377 CHF | 31 907 CHF | 99,38% | 99,38% |