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 | 12,94% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 703 343 | 364 172 | 50 827 CHF | 29 961 CHF | 99,27% | 99,27% |
14/08/2024 | 11,90% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 643 609 | 330 421 | 50 868 CHF | 29 404 CHF | 98,73% | 98,73% |
13/08/2024 | 12,78% | 0,08 CHF | 0,09 CHF | 725 000 | 375 000 | 686 950 | 357 044 | 50 319 CHF | 29 722 CHF | 98,72% | 98,72% |
12/08/2024 | 12,69% | 0,09 CHF | 0,10 CHF | 625 000 | 325 000 | 686 928 | 355 617 | 50 709 CHF | 29 808 CHF | 98,74% | 98,74% |
09/08/2024 | 9,97% | 0,09 CHF | 0,10 CHF | 675 000 | 350 000 | 539 983 | 438 882 | 51 456 CHF | 47 421 CHF | 98,80% | 98,80% |
08/08/2024 | 16,65% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 916 358 | 464 414 | 50 463 CHF | 30 250 CHF | 96,80% | 96,80% |
07/08/2024 | 14,28% | 0,07 CHF | 0,08 CHF | 850 000 | 425 000 | 789 571 | 398 879 | 51 314 CHF | 29 954 CHF | 98,95% | 98,95% |
06/08/2024 | 19,87% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 963 126 | 304 360 | 43 793 CHF | 17 237 CHF | 98,68% | 98,68% |
02/08/2024 | 21,43% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 974 868 | 282 677 | 41 011 CHF | 15 011 CHF | 99,13% | 99,13% |
30/07/2024 | 13,86% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 750 799 | 386 851 | 50 425 CHF | 29 863 CHF | 99,48% | 99,48% |