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 | 64,13% | 0,03 CHF | 0,05 CHF | 37 500 | 37 500 | 37 278 | 37 278 | 752 CHF | 1 397 CHF | 94,67% | 94,67% |
14/08/2024 | 10,98% | 0,10 CHF | 0,11 CHF | 480 286 | 75 000 | 491 579 | 73 937 | 43 552 CHF | 7 303 CHF | 92,51% | 92,51% |
13/08/2024 | 16,02% | 0,07 CHF | 0,08 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 28 965 CHF | 5 095 CHF | 95,60% | 95,60% |
12/08/2024 | 12,87% | 0,06 CHF | 0,07 CHF | 500 000 | 75 000 | 495 323 | 75 000 | 36 307 CHF | 6 255 CHF | 94,26% | 94,26% |
09/08/2024 | 10,21% | 0,09 CHF | 0,10 CHF | 479 116 | 75 000 | 480 255 | 75 000 | 44 784 CHF | 7 750 CHF | 92,07% | 92,07% |
08/08/2024 | 12,53% | 0,08 CHF | 0,09 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 37 606 CHF | 6 391 CHF | 97,96% | 97,96% |
07/08/2024 | 10,50% | 0,11 CHF | 0,12 CHF | 483 192 | 75 000 | 486 013 | 75 000 | 44 069 CHF | 7 556 CHF | 94,41% | 94,41% |
06/08/2024 | 16,93% | 0,07 CHF | 0,08 CHF | 500 000 | 75 000 | 500 000 | 64 306 | 34 021 CHF | 5 138 CHF | 92,82% | 92,82% |
02/08/2024 | 18,43% | 0,10 CHF | 0,13 CHF | 460 674 | 20 000 | 390 614 | 20 000 | 49 505 CHF | 3 099 CHF | 59,06% | 59,06% |
31/07/2024 | 4,25% | 0,25 CHF | 0,26 CHF | 200 000 | 75 000 | 197 908 | 71 269 | 51 325 CHF | 19 270 CHF | 27,81% | 27,81% |