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 | 5,51% | 0,41 CHF | 0,47 CHF | 10 000 | 10 000 | 81 737 | 38 663 | 38 235 CHF | 18 567 CHF | 99,34% | 99,34% |
14/08/2024 | 3,20% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 99 924 | 45 952 | 46 678 CHF | 21 968 CHF | 91,57% | 91,57% |
13/08/2024 | 2,09% | 0,47 CHF | 0,48 CHF | 110 000 | 50 000 | 109 940 | 49 976 | 52 145 CHF | 24 204 CHF | 85,78% | 85,78% |
12/08/2024 | 4,15% | 0,43 CHF | 0,49 CHF | 10 000 | 10 000 | 92 045 | 42 813 | 43 253 CHF | 20 611 CHF | 100,00% | 100,00% |
09/08/2024 | 2,73% | 0,49 CHF | 0,50 CHF | 110 000 | 50 000 | 103 687 | 47 507 | 50 263 CHF | 23 526 CHF | 100,00% | 100,00% |
08/08/2024 | 12,77% | 0,45 CHF | 0,52 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 4 666 CHF | 5 303 CHF | 96,67% | 96,67% |
07/08/2024 | 6,24% | 0,46 CHF | 0,52 CHF | 10 000 | 10 000 | 66 515 | 34 475 | 32 961 CHF | 17 583 CHF | 99,56% | 99,56% |
06/08/2024 | 1,98% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 101 592 | 50 000 | 50 835 CHF | 25 528 CHF | 99,02% | 99,02% |
02/08/2024 | 3,79% | 0,42 CHF | 0,48 CHF | 10 000 | 10 000 | 109 798 | 45 388 | 45 827 CHF | 19 461 CHF | 98,64% | 98,64% |
30/07/2024 | 2,18% | 0,45 CHF | 0,46 CHF | 120 000 | 50 000 | 114 920 | 49 989 | 52 261 CHF | 23 245 CHF | 99,29% | 99,29% |