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 | 5,96% | 0,37 CHF | 0,44 CHF | 10 000 | 10 000 | 88 820 | 38 662 | 38 781 CHF | 17 347 CHF | 99,34% | 99,34% |
14/08/2024 | 3,45% | 0,45 CHF | 0,46 CHF | 120 000 | 50 000 | 109 203 | 46 076 | 47 605 CHF | 20 589 CHF | 94,46% | 94,46% |
13/08/2024 | 2,24% | 0,44 CHF | 0,45 CHF | 120 000 | 50 000 | 119 942 | 49 979 | 53 012 CHF | 22 590 CHF | 91,88% | 91,88% |
12/08/2024 | 4,44% | 0,40 CHF | 0,46 CHF | 10 000 | 10 000 | 100 234 | 42 813 | 43 963 CHF | 19 267 CHF | 100,00% | 100,00% |
09/08/2024 | 2,95% | 0,46 CHF | 0,47 CHF | 110 000 | 50 000 | 109 684 | 47 505 | 49 661 CHF | 22 015 CHF | 99,93% | 99,93% |
08/08/2024 | 13,85% | 0,42 CHF | 0,49 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 4 340 CHF | 4 986 CHF | 94,67% | 94,67% |
07/08/2024 | 6,57% | 0,42 CHF | 0,48 CHF | 10 000 | 10 000 | 72 531 | 34 711 | 33 157 CHF | 16 359 CHF | 98,60% | 98,60% |
06/08/2024 | 2,13% | 0,46 CHF | 0,47 CHF | 110 000 | 50 000 | 110 698 | 50 000 | 51 430 CHF | 23 735 CHF | 98,94% | 98,94% |
02/08/2024 | 4,17% | 0,38 CHF | 0,45 CHF | 10 000 | 10 000 | 123 025 | 45 209 | 46 840 CHF | 17 725 CHF | 95,58% | 95,58% |
30/07/2024 | 2,37% | 0,41 CHF | 0,42 CHF | 130 000 | 50 000 | 123 368 | 49 991 | 51 405 CHF | 21 339 CHF | 99,28% | 99,28% |