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 | 11,84% | 0,12 CHF | 0,13 CHF | 149 572 | 50 000 | 152 391 | 49 598 | 16 319 CHF | 5 981 CHF | 98,36% | 98,36% |
14/08/2024 | 13,67% | 0,11 CHF | 0,13 CHF | 151 528 | 50 000 | 170 209 | 49 243 | 15 942 CHF | 5 311 CHF | 98,49% | 98,49% |
13/08/2024 | 14,21% | 0,08 CHF | 0,09 CHF | 181 990 | 50 000 | 185 953 | 50 000 | 14 862 CHF | 4 628 CHF | 96,74% | 96,74% |
12/08/2024 | 13,65% | 0,08 CHF | 0,10 CHF | 180 295 | 50 000 | 173 086 | 50 000 | 15 648 CHF | 5 184 CHF | 97,93% | 97,93% |
09/08/2024 | 15,52% | 0,09 CHF | 0,10 CHF | 173 118 | 50 000 | 186 538 | 50 000 | 15 278 CHF | 4 787 CHF | 99,97% | 99,97% |
08/08/2024 | 17,15% | 0,06 CHF | 0,07 CHF | 225 030 | 50 000 | 244 786 | 50 000 | 14 604 CHF | 3 546 CHF | 79,68% | 79,68% |
07/08/2024 | 14,27% | 0,08 CHF | 0,09 CHF | 199 784 | 50 000 | 208 754 | 50 000 | 15 870 CHF | 4 390 CHF | 100,00% | 100,00% |
06/08/2024 | 22,83% | 0,07 CHF | 0,08 CHF | 215 571 | 50 000 | 222 782 | 39 417 | 14 573 CHF | 3 194 CHF | 96,80% | 96,80% |
02/08/2024 | 38,25% | 0,07 CHF | 0,11 CHF | 198 422 | 10 000 | 181 816 | 10 000 | 15 495 CHF | 1 263 CHF | 95,59% | 95,59% |
31/07/2024 | 6,24% | 0,20 CHF | 0,21 CHF | 130 015 | 50 000 | 131 791 | 47 475 | 25 107 CHF | 9 651 CHF | 29,49% | 29,49% |