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 | 18,38% | 0,09 CHF | 0,11 CHF | 223 157 | 75 000 | 230 970 | 74 598 | 20 633 CHF | 8 020 CHF | 98,36% | 98,36% |
14/08/2024 | 20,26% | 0,09 CHF | 0,11 CHF | 231 656 | 75 000 | 231 994 | 73 978 | 20 751 CHF | 8 105 CHF | 98,49% | 98,49% |
13/08/2024 | 17,54% | 0,10 CHF | 0,12 CHF | 213 993 | 75 000 | 244 094 | 75 000 | 20 571 CHF | 7 567 CHF | 97,10% | 97,10% |
12/08/2024 | 29,99% | 0,06 CHF | 0,08 CHF | 306 463 | 75 000 | 325 126 | 75 000 | 16 179 CHF | 5 066 CHF | 91,98% | 91,98% |
09/08/2024 | 13,46% | 0,10 CHF | 0,11 CHF | 223 290 | 75 000 | 218 700 | 75 000 | 22 943 CHF | 9 028 CHF | 100,00% | 100,00% |
08/08/2024 | 23,31% | 0,07 CHF | 0,09 CHF | 261 331 | 75 000 | 270 238 | 75 000 | 18 291 CHF | 6 417 CHF | 96,70% | 96,70% |
07/08/2024 | 17,91% | 0,08 CHF | 0,10 CHF | 252 760 | 75 000 | 272 048 | 75 000 | 19 220 CHF | 6 357 CHF | 100,00% | 100,00% |
06/08/2024 | 34,22% | 0,06 CHF | 0,08 CHF | 295 211 | 75 000 | 306 032 | 64 712 | 16 349 CHF | 4 829 CHF | 99,55% | 99,55% |
02/08/2024 | 49,19% | 0,06 CHF | 0,12 CHF | 250 775 | 20 000 | 239 094 | 20 000 | 18 533 CHF | 2 559 CHF | 94,70% | 94,70% |
31/07/2024 | 15,90% | 0,11 CHF | 0,13 CHF | 223 140 | 75 000 | 224 896 | 72 475 | 23 958 CHF | 9 049 CHF | 29,49% | 29,49% |