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 | 13,62% | 0,17 CHF | 0,20 CHF | 181 154 | 75 000 | 183 640 | 74 598 | 31 094 CHF | 14 494 CHF | 98,36% | 98,36% |
14/08/2024 | 9,99% | 0,17 CHF | 0,20 CHF | 182 033 | 75 000 | 183 848 | 73 978 | 31 147 CHF | 13 857 CHF | 98,49% | 98,49% |
13/08/2024 | 10,73% | 0,19 CHF | 0,21 CHF | 176 873 | 75 000 | 189 966 | 75 000 | 30 551 CHF | 13 458 CHF | 97,10% | 97,10% |
12/08/2024 | 14,64% | 0,13 CHF | 0,15 CHF | 214 032 | 75 000 | 225 245 | 75 000 | 25 568 CHF | 9 888 CHF | 89,95% | 89,95% |
09/08/2024 | 11,83% | 0,17 CHF | 0,19 CHF | 183 125 | 75 000 | 179 168 | 75 000 | 33 336 CHF | 15 737 CHF | 100,00% | 100,00% |
08/08/2024 | 11,48% | 0,14 CHF | 0,16 CHF | 201 116 | 75 000 | 201 375 | 75 000 | 28 078 CHF | 11 727 CHF | 96,70% | 96,70% |
07/08/2024 | 9,90% | 0,16 CHF | 0,17 CHF | 193 913 | 75 000 | 201 860 | 75 000 | 28 786 CHF | 11 817 CHF | 100,00% | 100,00% |
06/08/2024 | 18,07% | 0,13 CHF | 0,14 CHF | 210 449 | 75 000 | 216 184 | 64 461 | 25 651 CHF | 9 088 CHF | 97,20% | 97,20% |
02/08/2024 | 28,12% | 0,14 CHF | 0,19 CHF | 190 755 | 20 000 | 188 285 | 20 000 | 29 113 CHF | 4 103 CHF | 93,45% | 93,45% |
31/07/2024 | - | 0,15 CHF | 0,25 CHF | 185 464 | 50 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |