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 | 12,32% | 0,21 CHF | 0,24 CHF | 50 000 | 50 000 | 49 558 | 49 558 | 10 247 CHF | 11 585 CHF | 96,60% | 96,60% |
14/08/2024 | 12,68% | 0,20 CHF | 0,22 CHF | 50 000 | 50 000 | 48 860 | 48 860 | 9 128 CHF | 10 354 CHF | 98,43% | 98,43% |
13/08/2024 | 12,82% | 0,17 CHF | 0,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 8 620 CHF | 9 799 CHF | 96,35% | 96,35% |
12/08/2024 | 12,96% | 0,17 CHF | 0,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 8 686 CHF | 9 891 CHF | 97,46% | 97,46% |
09/08/2024 | 12,75% | 0,16 CHF | 0,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 8 298 CHF | 9 427 CHF | 99,69% | 99,69% |
08/08/2024 | 14,72% | 0,15 CHF | 0,18 CHF | 50 000 | 50 000 | 67 016 | 52 745 | 9 824 CHF | 9 041 CHF | 87,26% | 87,26% |
07/08/2024 | 6,93% | 0,20 CHF | 0,22 CHF | 250 000 | 100 000 | 260 272 | 100 000 | 50 663 CHF | 20 892 CHF | 93,83% | 93,83% |
06/08/2024 | 11,34% | 0,17 CHF | 0,18 CHF | 300 000 | 100 000 | 305 441 | 79 574 | 51 010 CHF | 14 838 CHF | 71,50% | 71,50% |
02/08/2024 | 20,52% | 0,17 CHF | 0,22 CHF | 300 000 | 25 000 | 272 487 | 25 000 | 50 886 CHF | 5 742 CHF | 79,90% | 79,90% |
31/07/2024 | 5,08% | 0,27 CHF | 0,28 CHF | 190 000 | 100 000 | 194 001 | 100 000 | 51 580 CHF | 27 987 CHF | 22,33% | 22,33% |