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 |
---|---|---|---|---|---|---|---|---|---|---|---|
11/09/2024 | 14,48% | 0,07 CHF | 0,08 CHF | 850 000 | 425 000 | 779 279 | 401 896 | 49 946 CHF | 29 781 CHF | 99,01% | 99,01% |
10/09/2024 | 13,99% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 750 551 | 389 519 | 49 873 CHF | 29 786 CHF | 98,55% | 98,55% |
09/09/2024 | 12,80% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 684 586 | 356 815 | 50 054 CHF | 29 661 CHF | 98,88% | 98,88% |
06/09/2024 | 12,07% | 0,08 CHF | 0,09 CHF | 250 000 | 250 000 | 618 278 | 329 035 | 48 122 CHF | 28 906 CHF | 85,35% | 85,35% |
05/09/2024 | 10,69% | 0,08 CHF | 0,09 CHF | 600 000 | 300 000 | 576 687 | 299 493 | 51 079 CHF | 29 532 CHF | 98,44% | 98,44% |
04/09/2024 | 9,88% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 518 732 | 430 061 | 49 923 CHF | 46 168 CHF | 98,96% | 98,96% |
03/09/2024 | 7,95% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 420 855 | 420 855 | 50 899 CHF | 55 107 CHF | 98,93% | 98,93% |
30/08/2024 | 7,33% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 396 637 | 396 637 | 52 136 CHF | 56 102 CHF | 93,18% | 93,18% |
29/08/2024 | 8,78% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 467 509 | 467 509 | 50 948 CHF | 55 623 CHF | 96,71% | 96,71% |
28/08/2024 | 7,50% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 403 959 | 403 958 | 51 826 CHF | 55 866 CHF | 99,44% | 99,44% |