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 | 11,54% | 0,21 CHF | 0,23 CHF | 50 000 | 50 000 | 49 280 | 49 280 | 9 244 CHF | 10 360 CHF | 68,65% | 68,65% |
14/08/2024 | 13,09% | 0,17 CHF | 0,19 CHF | 50 000 | 50 000 | 48 832 | 48 832 | 8 007 CHF | 9 115 CHF | 97,35% | 97,35% |
13/08/2024 | 16,89% | 0,14 CHF | 0,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 6 273 CHF | 7 422 CHF | 93,50% | 93,50% |
12/08/2024 | 13,74% | 0,14 CHF | 0,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 7 575 CHF | 8 688 CHF | 86,30% | 86,30% |
09/08/2024 | 12,72% | 0,16 CHF | 0,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 8 417 CHF | 9 556 CHF | 93,05% | 93,05% |
08/08/2024 | 16,20% | 0,16 CHF | 0,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 6 581 CHF | 7 725 CHF | 78,22% | 78,22% |
07/08/2024 | 12,81% | 0,18 CHF | 0,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 8 325 CHF | 9 454 CHF | 89,34% | 89,34% |
06/08/2024 | 19,50% | 0,12 CHF | 0,14 CHF | 50 000 | 50 000 | 41 327 | 41 327 | 4 925 CHF | 5 927 CHF | 80,55% | 80,55% |
02/08/2024 | 19,51% | 0,19 CHF | 0,24 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 2 354 CHF | 2 854 CHF | 53,84% | 53,84% |
31/07/2024 | 5,37% | 0,40 CHF | 0,43 CHF | 37 500 | 37 500 | 37 130 | 37 130 | 16 054 CHF | 16 938 CHF | 26,39% | 26,39% |