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 | 12,17% | 0,13 CHF | 0,14 CHF | 380 000 | 25 000 | 357 878 | 20 014 | 50 655 CHF | 3 184 CHF | 99,28% | 99,28% |
14/08/2024 | 12,40% | 0,14 CHF | 0,15 CHF | 370 000 | 25 000 | 360 980 | 19 915 | 50 604 CHF | 3 146 CHF | 85,78% | 85,78% |
13/08/2024 | 15,32% | 0,13 CHF | 0,14 CHF | 380 000 | 25 000 | 451 019 | 20 214 | 50 542 CHF | 2 659 CHF | 94,11% | 94,11% |
12/08/2024 | 14,77% | 0,11 CHF | 0,12 CHF | 440 000 | 25 000 | 437 904 | 20 017 | 50 696 CHF | 2 667 CHF | 99,08% | 99,08% |
09/08/2024 | 13,00% | 0,12 CHF | 0,13 CHF | 430 000 | 25 000 | 386 048 | 20 200 | 50 736 CHF | 3 005 CHF | 97,45% | 97,45% |
08/08/2024 | 12,55% | 0,13 CHF | 0,14 CHF | 380 000 | 25 000 | 363 154 | 19 998 | 50 678 CHF | 3 161 CHF | 95,99% | 95,99% |
07/08/2024 | 8,59% | 0,19 CHF | 0,20 CHF | 270 000 | 25 000 | 245 801 | 20 012 | 51 026 CHF | 4 505 CHF | 99,61% | 99,61% |
06/08/2024 | 8,04% | 0,22 CHF | 0,23 CHF | 230 000 | 25 000 | 231 252 | 20 083 | 51 109 CHF | 4 797 CHF | 98,31% | 98,31% |
02/08/2024 | 6,38% | 0,26 CHF | 0,27 CHF | 200 000 | 25 000 | 181 845 | 20 003 | 51 514 CHF | 6 066 CHF | 90,68% | 90,68% |
30/07/2024 | 6,01% | 0,26 CHF | 0,27 CHF | 200 000 | 25 000 | 170 657 | 19 602 | 51 583 CHF | 6 271 CHF | 60,57% | 65,32% |