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 | 17,10% | 0,22 CHF | 0,27 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 20 251 CHF | 24 001 CHF | 99,66% | 99,66% |
14/08/2024 | 4,62% | 0,28 CHF | 0,34 CHF | 75 000 | 75 000 | 74 840 | 74 840 | 22 222 CHF | 23 276 CHF | 90,66% | 90,66% |
13/08/2024 | 3,01% | 0,31 CHF | 0,32 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 24 574 CHF | 25 324 CHF | 100,00% | 100,00% |
12/08/2024 | 2,68% | 0,35 CHF | 0,36 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 27 658 CHF | 28 408 CHF | 99,24% | 99,24% |
09/08/2024 | 2,56% | 0,39 CHF | 0,40 CHF | 75 000 | 75 000 | 74 859 | 74 859 | 29 042 CHF | 29 791 CHF | 99,16% | 99,16% |
08/08/2024 | 2,45% | 0,45 CHF | 0,46 CHF | 75 000 | 75 000 | 74 859 | 74 859 | 30 430 CHF | 31 180 CHF | 99,05% | 99,05% |
07/08/2024 | 2,44% | 0,41 CHF | 0,42 CHF | 75 000 | 75 000 | 74 593 | 74 593 | 30 587 CHF | 31 336 CHF | 34,18% | 99,96% |
06/08/2024 | - | 0,49 CHF | - CHF | 300 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,92% |
02/08/2024 | 6,22% | 0,36 CHF | 0,41 CHF | 7 500 | 7 500 | 52 902 | 52 902 | 19 093 CHF | 19 720 CHF | 99,19% | 99,19% |
30/07/2024 | 3,28% | 0,31 CHF | 0,32 CHF | 75 000 | 75 000 | 74 859 | 74 859 | 22 550 CHF | 23 299 CHF | 99,99% | 99,99% |