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 | 5,17% | 0,47 CHF | 0,50 CHF | 50 000 | 50 000 | 49 558 | 49 558 | 22 765 CHF | 23 970 CHF | 96,60% | 96,60% |
14/08/2024 | 6,00% | 0,43 CHF | 0,46 CHF | 50 000 | 50 000 | 48 860 | 48 860 | 20 008 CHF | 21 236 CHF | 98,40% | 98,40% |
13/08/2024 | 6,16% | 0,38 CHF | 0,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 18 916 CHF | 20 117 CHF | 96,35% | 96,35% |
12/08/2024 | 6,20% | 0,38 CHF | 0,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 19 027 CHF | 20 242 CHF | 97,46% | 97,46% |
09/08/2024 | 6,24% | 0,36 CHF | 0,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 18 288 CHF | 19 466 CHF | 99,69% | 99,69% |
08/08/2024 | 7,18% | 0,34 CHF | 0,37 CHF | 50 000 | 50 000 | 56 568 | 52 707 | 18 204 CHF | 18 278 CHF | 88,46% | 88,46% |
07/08/2024 | 3,44% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 129 959 | 100 000 | 51 963 CHF | 41 434 CHF | 97,64% | 97,64% |
06/08/2024 | 5,25% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 148 692 | 79 624 | 51 586 CHF | 29 072 CHF | 71,68% | 71,68% |
02/08/2024 | 10,15% | 0,38 CHF | 0,42 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 30 651 CHF | 11 309 CHF | 80,68% | 80,68% |
31/07/2024 | 2,74% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 305 CHF | 56 841 CHF | 21,08% | 21,08% |