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 | 6,49% | 0,35 CHF | 0,38 CHF | 64 092 | 50 000 | 64 702 | 49 174 | 21 969 CHF | 17 821 CHF | 99,07% | 99,07% |
14/08/2024 | 7,22% | 0,31 CHF | 0,34 CHF | 67 073 | 50 000 | 66 467 | 48 595 | 20 989 CHF | 16 484 CHF | 98,83% | 98,83% |
13/08/2024 | 6,94% | 0,28 CHF | 0,31 CHF | 70 171 | 50 000 | 72 679 | 50 000 | 19 794 CHF | 14 622 CHF | 87,99% | 87,99% |
12/08/2024 | 7,58% | 0,29 CHF | 0,31 CHF | 71 045 | 50 000 | 71 615 | 50 000 | 20 448 CHF | 15 410 CHF | 100,00% | 100,00% |
09/08/2024 | 5,32% | 0,25 CHF | 0,26 CHF | 80 511 | 50 000 | 82 090 | 50 000 | 18 621 CHF | 11 962 CHF | 99,06% | 99,06% |
08/08/2024 | 6,86% | 0,22 CHF | 0,23 CHF | 83 847 | 50 000 | 82 544 | 46 778 | 15 259 CHF | 9 241 CHF | 97,41% | 97,41% |
07/08/2024 | 5,52% | 0,23 CHF | 0,25 CHF | 79 651 | 50 000 | 82 764 | 50 000 | 19 412 CHF | 12 407 CHF | 92,60% | 92,60% |
06/08/2024 | 10,67% | 0,15 CHF | 0,16 CHF | 97 712 | 50 000 | 98 987 | 33 041 | 17 197 CHF | 6 357 CHF | 34,94% | 34,94% |
02/08/2024 | 14,10% | 0,23 CHF | 0,27 CHF | 82 243 | 10 000 | 78 819 | 10 000 | 20 790 CHF | 3 049 CHF | 92,48% | 92,48% |
31/07/2024 | 5,74% | 0,39 CHF | 0,42 CHF | 66 091 | 50 000 | 66 979 | 45 595 | 25 303 CHF | 18 275 CHF | 30,66% | 30,66% |