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 | 4,97% | 0,45 CHF | 0,52 CHF | 10 000 | 10 000 | 74 490 | 38 662 | 38 503 CHF | 20 460 CHF | 99,34% | 99,34% |
14/08/2024 | 3,05% | 0,53 CHF | 0,54 CHF | 100 000 | 50 000 | 89 989 | 45 551 | 46 248 CHF | 23 915 CHF | 83,30% | 83,30% |
13/08/2024 | 1,90% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 99 949 | 49 977 | 52 227 CHF | 26 615 CHF | 91,58% | 91,58% |
12/08/2024 | 3,77% | 0,48 CHF | 0,54 CHF | 10 000 | 10 000 | 83 828 | 42 813 | 43 492 CHF | 22 708 CHF | 100,00% | 100,00% |
09/08/2024 | 2,51% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 94 387 | 47 505 | 50 341 CHF | 25 834 CHF | 99,94% | 99,94% |
08/08/2024 | 11,81% | 0,50 CHF | 0,57 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 5 140 CHF | 5 784 CHF | 96,47% | 96,47% |
07/08/2024 | 5,77% | 0,51 CHF | 0,57 CHF | 10 000 | 10 000 | 64 859 | 34 382 | 35 202 CHF | 19 160 CHF | 99,93% | 99,93% |
06/08/2024 | 1,81% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 99 125 | 50 000 | 54 378 CHF | 27 934 CHF | 98,80% | 98,80% |
02/08/2024 | 3,55% | 0,47 CHF | 0,53 CHF | 10 000 | 10 000 | 97 274 | 44 910 | 45 276 CHF | 21 414 CHF | 91,42% | 91,42% |
30/07/2024 | 1,99% | 0,49 CHF | 0,50 CHF | 110 000 | 50 000 | 102 294 | 49 989 | 50 969 CHF | 25 417 CHF | 99,28% | 99,28% |