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 | 12,80% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 693 278 | 357 073 | 50 693 CHF | 29 660 CHF | 99,34% | 99,34% |
14/08/2024 | 11,88% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 631 287 | 328 506 | 49 976 CHF | 29 293 CHF | 98,87% | 98,87% |
13/08/2024 | 10,97% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 586 223 | 301 989 | 50 544 CHF | 29 055 CHF | 98,91% | 98,91% |
12/08/2024 | 5,42% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 574 216 | 306 977 | 51 586 CHF | 29 121 CHF | 98,89% | 98,89% |
09/08/2024 | 5,35% | 0,10 CHF | 0,10 CHF | 500 000 | 500 000 | 544 662 | 544 663 | 51 870 CHF | 54 720 CHF | 98,88% | 98,88% |
08/08/2024 | 5,79% | 0,10 CHF | 0,10 CHF | 550 000 | 550 000 | 555 023 | 434 706 | 51 827 CHF | 43 421 CHF | 96,91% | 96,91% |
07/08/2024 | 7,97% | 0,10 CHF | 0,10 CHF | 550 000 | 550 000 | 519 372 | 516 554 | 50 985 CHF | 54 940 CHF | 98,93% | 98,93% |
06/08/2024 | 8,83% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 473 983 | 473 981 | 51 015 CHF | 55 735 CHF | 98,82% | 98,82% |
02/08/2024 | 8,35% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 447 125 | 447 125 | 51 312 CHF | 55 784 CHF | 99,12% | 99,12% |
30/07/2024 | 8,65% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 471 050 | 471 049 | 52 083 CHF | 56 794 CHF | 99,48% | 99,48% |