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 | 5,26% | 0,43 CHF | 0,49 CHF | 10 000 | 10 000 | 76 541 | 38 663 | 37 875 CHF | 19 615 CHF | 99,34% | 99,34% |
14/08/2024 | 3,10% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 96 393 | 46 100 | 47 573 CHF | 23 275 CHF | 94,93% | 94,93% |
13/08/2024 | 1,99% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 100 315 | 49 979 | 50 125 CHF | 25 475 CHF | 90,35% | 90,35% |
12/08/2024 | 3,95% | 0,46 CHF | 0,52 CHF | 10 000 | 10 000 | 85 714 | 42 813 | 42 582 CHF | 21 772 CHF | 100,00% | 100,00% |
09/08/2024 | 2,62% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 94 382 | 47 503 | 48 122 CHF | 24 718 CHF | 99,86% | 99,86% |
08/08/2024 | 12,16% | 0,48 CHF | 0,54 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 4 920 CHF | 5 557 CHF | 96,38% | 96,38% |
07/08/2024 | 5,89% | 0,48 CHF | 0,55 CHF | 10 000 | 10 000 | 65 189 | 34 528 | 33 893 CHF | 18 448 CHF | 99,34% | 99,34% |
06/08/2024 | 1,88% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 52 684 CHF | 26 842 CHF | 97,26% | 97,26% |
02/08/2024 | 3,58% | 0,45 CHF | 0,51 CHF | 10 000 | 10 000 | 107 094 | 45 348 | 47 576 CHF | 20 654 CHF | 97,36% | 97,36% |
30/07/2024 | 2,06% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 109 977 | 49 991 | 52 814 CHF | 24 507 CHF | 99,28% | 99,28% |