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 | 4,39% | 0,52 CHF | 0,58 CHF | 10 000 | 10 000 | 67 324 | 38 662 | 39 009 CHF | 22 887 CHF | 99,34% | 99,34% |
14/08/2024 | 2,57% | 0,60 CHF | 0,61 CHF | 90 000 | 50 000 | 82 303 | 46 151 | 47 769 CHF | 27 291 CHF | 96,30% | 96,30% |
13/08/2024 | 1,69% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 89 954 | 49 977 | 52 862 CHF | 29 869 CHF | 90,35% | 90,35% |
12/08/2024 | 3,40% | 0,54 CHF | 0,61 CHF | 10 000 | 10 000 | 75 626 | 42 813 | 44 026 CHF | 25 426 CHF | 100,00% | 100,00% |
09/08/2024 | 2,23% | 0,60 CHF | 0,61 CHF | 90 000 | 50 000 | 85 013 | 47 507 | 50 696 CHF | 28 829 CHF | 100,00% | 100,00% |
08/08/2024 | 10,47% | 0,57 CHF | 0,63 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 5 782 CHF | 6 421 CHF | 96,59% | 96,59% |
07/08/2024 | 5,04% | 0,57 CHF | 0,63 CHF | 10 000 | 10 000 | 58 768 | 34 384 | 35 648 CHF | 21 358 CHF | 99,93% | 99,93% |
06/08/2024 | 1,62% | 0,61 CHF | 0,62 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 55 025 CHF | 31 070 CHF | 98,80% | 98,80% |
02/08/2024 | 3,05% | 0,53 CHF | 0,59 CHF | 10 000 | 10 000 | 89 412 | 45 294 | 46 993 CHF | 24 315 CHF | 98,88% | 98,88% |
30/07/2024 | 1,76% | 0,56 CHF | 0,57 CHF | 90 000 | 50 000 | 90 124 | 49 989 | 50 960 CHF | 28 767 CHF | 99,29% | 99,29% |