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 | 9,52% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 496 065 | 494 818 | 49 607 CHF | 54 430 CHF | 99,49% | 99,49% |
14/08/2024 | 11,06% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 594 905 | 300 835 | 50 850 CHF | 28 727 CHF | 98,72% | 98,72% |
13/08/2024 | 12,42% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 670 885 | 347 943 | 50 682 CHF | 29 765 CHF | 98,87% | 98,87% |
12/08/2024 | 12,01% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 639 151 | 332 075 | 49 999 CHF | 29 300 CHF | 98,50% | 98,50% |
09/08/2024 | 11,40% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 613 170 | 312 631 | 50 725 CHF | 28 976 CHF | 98,85% | 98,85% |
08/08/2024 | 13,57% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 736 984 | 380 992 | 50 618 CHF | 29 979 CHF | 96,81% | 96,81% |
07/08/2024 | 12,34% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 667 585 | 346 164 | 50 758 CHF | 29 781 CHF | 99,00% | 99,00% |
06/08/2024 | 12,56% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 673 474 | 350 171 | 50 239 CHF | 29 626 CHF | 98,87% | 98,87% |
02/08/2024 | 15,08% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 828 761 | 418 592 | 50 810 CHF | 29 861 CHF | 99,21% | 99,21% |
30/07/2024 | 9,71% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 513 393 | 462 065 | 50 300 CHF | 50 268 CHF | 99,49% | 99,49% |