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 | 7,22% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 390 999 | 390 999 | 52 239 CHF | 56 149 CHF | 99,35% | 99,35% |
14/08/2024 | 8,41% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 455 193 | 455 193 | 51 868 CHF | 56 420 CHF | 98,64% | 98,64% |
13/08/2024 | 9,52% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 50 000 CHF | 55 000 CHF | 98,87% | 98,87% |
12/08/2024 | 8,93% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 484 485 | 470 000 | 51 848 CHF | 55 214 CHF | 98,51% | 98,51% |
09/08/2024 | 8,46% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 456 839 | 456 839 | 51 714 CHF | 56 283 CHF | 98,89% | 98,89% |
08/08/2024 | 10,25% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 552 126 | 365 334 | 51 087 CHF | 38 000 CHF | 96,68% | 96,68% |
07/08/2024 | 9,33% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 496 504 | 490 340 | 50 760 CHF | 55 047 CHF | 98,93% | 98,93% |
06/08/2024 | 9,70% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 513 715 | 458 044 | 50 349 CHF | 49 929 CHF | 98,84% | 98,84% |
02/08/2024 | 11,99% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 641 590 | 334 241 | 50 287 CHF | 29 543 CHF | 99,24% | 99,24% |
30/07/2024 | 7,43% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 398 103 | 398 102 | 51 697 CHF | 55 678 CHF | 99,45% | 99,45% |