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 | 9,30% | 0,10 CHF | 0,11 CHF | 342 034 | 50 000 | 331 340 | 49 194 | 35 340 CHF | 5 758 CHF | 94,88% | 94,88% |
14/08/2024 | 10,93% | 0,11 CHF | 0,12 CHF | 346 299 | 50 000 | 361 594 | 48 555 | 36 288 CHF | 5 443 CHF | 96,11% | 96,11% |
13/08/2024 | 10,01% | 0,10 CHF | 0,11 CHF | 389 954 | 50 000 | 377 071 | 50 000 | 37 362 CHF | 5 478 CHF | 95,29% | 95,29% |
12/08/2024 | 9,20% | 0,10 CHF | 0,11 CHF | 365 407 | 50 000 | 360 945 | 50 000 | 38 785 CHF | 5 892 CHF | 100,00% | 100,00% |
09/08/2024 | 10,10% | 0,10 CHF | 0,11 CHF | 374 617 | 50 000 | 385 683 | 50 000 | 38 727 CHF | 5 559 CHF | 100,00% | 100,00% |
08/08/2024 | 14,70% | 0,10 CHF | 0,11 CHF | 398 803 | 50 000 | 356 798 | 43 891 | 29 121 CHF | 4 107 CHF | 97,45% | 97,45% |
07/08/2024 | 25,04% | 0,08 CHF | 0,10 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 1 767 CHF | 2 268 CHF | 98,86% | 98,86% |
06/08/2024 | 22,12% | 0,06 CHF | 0,07 CHF | 500 000 | 50 000 | 500 000 | 37 981 | 29 066 CHF | 2 719 CHF | 97,73% | 97,73% |
02/08/2024 | 41,31% | 0,06 CHF | 0,09 CHF | 500 000 | 10 000 | 494 865 | 10 000 | 29 656 CHF | 910 CHF | 94,75% | 94,75% |
31/07/2024 | 10,43% | 0,11 CHF | 0,12 CHF | 368 709 | 50 000 | 368 987 | 45 593 | 41 469 CHF | 5 668 CHF | 30,67% | 30,67% |