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 | 49,15% | 0,05 CHF | 0,07 CHF | 75 000 | 25 000 | 74 982 | 24 994 | 3 196 CHF | 1 750 CHF | 94,22% | 94,22% |
14/08/2024 | 52,11% | 0,04 CHF | 0,07 CHF | 75 000 | 25 000 | 74 490 | 24 830 | 3 074 CHF | 1 738 CHF | 95,36% | 95,36% |
13/08/2024 | 63,30% | 0,04 CHF | 0,07 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 2 742 CHF | 1 750 CHF | 96,14% | 96,14% |
12/08/2024 | 58,90% | 0,04 CHF | 0,06 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 2 594 CHF | 1 577 CHF | 100,00% | 100,00% |
09/08/2024 | 71,62% | 0,03 CHF | 0,06 CHF | 75 000 | 25 000 | 54 254 | 25 000 | 1 590 CHF | 1 500 CHF | 98,88% | 98,88% |
08/08/2024 | 102,94% | 0,03 CHF | 0,06 CHF | 25 000 | 25 000 | 21 930 | 21 930 | 440 CHF | 1 316 CHF | 97,63% | 97,63% |
07/08/2024 | 70,30% | 0,03 CHF | 0,06 CHF | 25 000 | 25 000 | 45 917 | 25 000 | 1 350 CHF | 1 500 CHF | 98,64% | 98,64% |
06/08/2024 | 104,84% | 0,03 CHF | 0,06 CHF | 25 000 | 25 000 | 24 675 | 22 980 | 498 CHF | 1 393 CHF | 98,30% | 98,30% |
02/08/2024 | 107,97% | 0,02 CHF | 0,09 CHF | 22 500 | 7 500 | 22 500 | 7 500 | 598 CHF | 659 CHF | 95,26% | 95,26% |
31/07/2024 | 31,34% | 0,06 CHF | 0,08 CHF | 75 000 | 25 000 | 73 474 | 24 491 | 4 536 CHF | 2 071 CHF | 30,67% | 30,67% |