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 | 11,75% | 0,07 CHF | 0,08 CHF | 500 000 | 250 000 | 500 000 | 200 115 | 45 316 CHF | 20 076 CHF | 99,33% | 99,33% |
14/08/2024 | 9,09% | 0,11 CHF | 0,12 CHF | 460 000 | 250 000 | 429 098 | 199 084 | 50 445 CHF | 25 605 CHF | 85,80% | 85,80% |
13/08/2024 | 7,27% | 0,11 CHF | 0,12 CHF | 460 000 | 250 000 | 375 409 | 204 955 | 50 412 CHF | 29 517 CHF | 87,85% | 87,85% |
12/08/2024 | 9,56% | 0,12 CHF | 0,13 CHF | 420 000 | 250 000 | 417 487 | 200 134 | 50 428 CHF | 26 555 CHF | 99,17% | 99,17% |
09/08/2024 | 9,15% | 0,11 CHF | 0,12 CHF | 460 000 | 250 000 | 421 981 | 200 129 | 50 436 CHF | 26 070 CHF | 78,64% | 78,64% |
08/08/2024 | 7,49% | 0,13 CHF | 0,14 CHF | 390 000 | 250 000 | 340 965 | 200 094 | 50 997 CHF | 32 127 CHF | 91,24% | 91,24% |
07/08/2024 | 8,45% | 0,12 CHF | 0,13 CHF | 420 000 | 250 000 | 364 595 | 200 050 | 50 596 CHF | 30 077 CHF | 98,95% | 98,95% |
06/08/2024 | 7,43% | 0,15 CHF | 0,16 CHF | 340 000 | 250 000 | 299 234 | 199 931 | 50 782 CHF | 36 429 CHF | 76,02% | 76,02% |
02/08/2024 | 7,55% | 0,18 CHF | 0,19 CHF | 280 000 | 250 000 | 364 557 | 200 409 | 50 677 CHF | 30 702 CHF | 90,63% | 90,63% |
30/07/2024 | 4,87% | 0,14 CHF | 0,23 CHF | 250 000 | 200 000 | 221 679 | 174 760 | 50 600 CHF | 41 910 CHF | 41,65% | 76,66% |