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 | 31,46% | 0,04 CHF | 0,05 CHF | 330 196 | 50 000 | 315 501 | 49 306 | 13 664 CHF | 2 921 CHF | 98,38% | 98,38% |
14/08/2024 | 30,00% | 0,05 CHF | 0,06 CHF | 317 101 | 50 000 | 342 997 | 48 403 | 13 236 CHF | 2 524 CHF | 98,49% | 98,49% |
13/08/2024 | 34,39% | 0,03 CHF | 0,05 CHF | 357 786 | 50 000 | 371 815 | 50 000 | 12 210 CHF | 2 334 CHF | 96,74% | 96,74% |
12/08/2024 | 28,60% | 0,03 CHF | 0,04 CHF | 389 079 | 50 000 | 309 350 | 50 000 | 13 482 CHF | 2 913 CHF | 100,00% | 100,00% |
09/08/2024 | 24,93% | 0,06 CHF | 0,07 CHF | 277 211 | 50 000 | 264 213 | 50 000 | 14 906 CHF | 3 628 CHF | 100,00% | 100,00% |
08/08/2024 | 17,03% | 0,07 CHF | 0,09 CHF | 221 760 | 50 000 | 224 844 | 50 000 | 16 355 CHF | 4 340 CHF | 96,50% | 96,50% |
07/08/2024 | 16,76% | 0,08 CHF | 0,09 CHF | 207 218 | 50 000 | 224 822 | 50 000 | 16 732 CHF | 4 421 CHF | 100,00% | 100,00% |
06/08/2024 | 32,44% | 0,05 CHF | 0,06 CHF | 278 939 | 50 000 | 289 277 | 37 653 | 13 144 CHF | 2 349 CHF | 99,56% | 99,56% |
02/08/2024 | 63,26% | 0,09 CHF | 0,14 CHF | 173 173 | 10 000 | 263 533 | 10 000 | 12 199 CHF | 910 CHF | 98,09% | 98,09% |
31/07/2024 | 19,29% | 0,06 CHF | 0,07 CHF | 284 463 | 50 000 | 259 393 | 45 480 | 15 923 CHF | 3 367 CHF | 29,57% | 29,57% |