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 | 11,31% | 0,22 CHF | 0,28 CHF | 10 000 | 10 000 | 185 393 | 38 666 | 36 674 CHF | 8 199 CHF | 99,33% | 99,33% |
14/08/2024 | 7,53% | 0,18 CHF | 0,19 CHF | 280 000 | 50 000 | 234 866 | 46 199 | 45 851 CHF | 9 535 CHF | 97,51% | 97,51% |
13/08/2024 | 5,08% | 0,19 CHF | 0,20 CHF | 270 000 | 50 000 | 264 899 | 49 977 | 50 950 CHF | 10 119 CHF | 90,33% | 90,33% |
12/08/2024 | 9,47% | 0,19 CHF | 0,25 CHF | 10 000 | 10 000 | 208 698 | 42 813 | 41 544 CHF | 9 034 CHF | 100,00% | 100,00% |
09/08/2024 | 7,00% | 0,18 CHF | 0,19 CHF | 280 000 | 50 000 | 259 666 | 47 440 | 47 637 CHF | 9 213 CHF | 97,38% | 97,38% |
08/08/2024 | 34,14% | 0,17 CHF | 0,23 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 1 550 CHF | 2 187 CHF | 95,06% | 95,06% |
07/08/2024 | 16,63% | 0,17 CHF | 0,23 CHF | 10 000 | 10 000 | 184 089 | 34 372 | 31 617 CHF | 6 421 CHF | 99,98% | 99,98% |
06/08/2024 | 5,94% | 0,17 CHF | 0,18 CHF | 300 000 | 50 000 | 312 680 | 50 000 | 51 103 CHF | 8 683 CHF | 99,11% | 99,11% |
02/08/2024 | 6,45% | 0,20 CHF | 0,26 CHF | 10 000 | 10 000 | 178 266 | 45 294 | 45 213 CHF | 11 969 CHF | 98,90% | 98,90% |
30/07/2024 | 4,23% | 0,24 CHF | 0,25 CHF | 210 000 | 50 000 | 218 378 | 49 991 | 50 542 CHF | 12 076 CHF | 98,42% | 98,42% |