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 | 28,68% | 0,11 CHF | 0,16 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 11 383 CHF | 15 133 CHF | 99,75% | 99,75% |
14/08/2024 | 7,81% | 0,16 CHF | 0,21 CHF | 75 000 | 75 000 | 74 839 | 74 839 | 12 849 CHF | 13 903 CHF | 90,66% | 90,66% |
13/08/2024 | 5,09% | 0,18 CHF | 0,19 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 14 351 CHF | 15 101 CHF | 100,00% | 100,00% |
12/08/2024 | 4,44% | 0,20 CHF | 0,21 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 16 553 CHF | 17 303 CHF | 99,20% | 99,20% |
09/08/2024 | 4,27% | 0,23 CHF | 0,24 CHF | 75 000 | 75 000 | 74 859 | 74 859 | 17 267 CHF | 18 017 CHF | 99,15% | 99,15% |
08/08/2024 | 4,04% | 0,28 CHF | 0,29 CHF | 75 000 | 75 000 | 74 853 | 74 853 | 18 296 CHF | 19 045 CHF | 99,05% | 99,05% |
07/08/2024 | 3,88% | 0,25 CHF | 0,26 CHF | 75 000 | 75 000 | 74 593 | 74 593 | 19 163 CHF | 19 912 CHF | 34,22% | 99,99% |
06/08/2024 | - | 0,31 CHF | - CHF | 300 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,98% |
02/08/2024 | 10,40% | 0,20 CHF | 0,25 CHF | 7 500 | 7 500 | 52 889 | 52 889 | 11 357 CHF | 11 984 CHF | 99,22% | 99,22% |
30/07/2024 | 5,42% | 0,19 CHF | 0,20 CHF | 75 000 | 75 000 | 74 859 | 74 859 | 13 502 CHF | 14 252 CHF | 99,98% | 99,98% |