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 | 4,02% | 0,57 CHF | 0,59 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 13 501 CHF | 14 055 CHF | 75,38% | 75,38% |
14/08/2024 | 4,38% | 0,54 CHF | 0,56 CHF | 25 000 | 25 000 | 24 601 | 24 601 | 12 095 CHF | 12 629 CHF | 96,55% | 96,55% |
13/08/2024 | 5,01% | 0,42 CHF | 0,45 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 9 804 CHF | 10 307 CHF | 84,69% | 84,69% |
12/08/2024 | 3,57% | 0,33 CHF | 0,34 CHF | 113 651 | 50 000 | 113 623 | 50 000 | 37 430 CHF | 17 072 CHF | 50,27% | 50,27% |
09/08/2024 | 3,34% | 0,34 CHF | 0,35 CHF | 112 565 | 50 000 | 112 694 | 50 000 | 37 611 CHF | 17 256 CHF | 100,00% | 100,00% |
08/08/2024 | 3,58% | 0,32 CHF | 0,33 CHF | 113 604 | 50 000 | 114 331 | 50 000 | 34 646 CHF | 15 707 CHF | 86,90% | 86,90% |
07/08/2024 | 3,14% | 0,33 CHF | 0,34 CHF | 113 363 | 50 000 | 112 510 | 50 000 | 37 272 CHF | 17 095 CHF | 98,56% | 98,56% |
06/08/2024 | 5,09% | 0,31 CHF | 0,33 CHF | 112 580 | 50 000 | 94 436 | 37 894 | 29 499 CHF | 12 393 CHF | 84,18% | 84,18% |
02/08/2024 | 10,27% | 0,33 CHF | 0,37 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 10 171 CHF | 3 757 CHF | 93,28% | 93,28% |
31/07/2024 | 3,48% | 0,40 CHF | 0,41 CHF | 110 344 | 50 000 | 106 839 | 47 459 | 41 786 CHF | 19 213 CHF | 30,67% | 30,67% |