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 | 7,07% | 0,14 CHF | 0,15 CHF | 191 691 | 50 000 | 190 515 | 49 471 | 26 543 CHF | 7 393 CHF | 98,44% | 98,44% |
14/08/2024 | 7,60% | 0,12 CHF | 0,13 CHF | 206 602 | 50 000 | 195 721 | 49 236 | 25 877 CHF | 7 040 CHF | 94,50% | 94,50% |
13/08/2024 | 8,36% | 0,12 CHF | 0,13 CHF | 220 750 | 50 000 | 226 242 | 50 000 | 25 978 CHF | 6 244 CHF | 96,32% | 96,32% |
12/08/2024 | 8,35% | 0,12 CHF | 0,13 CHF | 225 892 | 50 000 | 225 360 | 50 000 | 25 899 CHF | 6 245 CHF | 100,00% | 100,00% |
09/08/2024 | 8,46% | 0,11 CHF | 0,12 CHF | 228 185 | 50 000 | 231 840 | 50 000 | 26 280 CHF | 6 171 CHF | 100,00% | 100,00% |
08/08/2024 | 10,73% | 0,10 CHF | 0,11 CHF | 263 207 | 50 000 | 273 023 | 50 000 | 24 216 CHF | 4 943 CHF | 97,96% | 97,96% |
07/08/2024 | 11,55% | 0,09 CHF | 0,10 CHF | 259 523 | 50 000 | 291 550 | 50 000 | 23 875 CHF | 4 607 CHF | 100,00% | 100,00% |
06/08/2024 | 19,90% | 0,06 CHF | 0,07 CHF | 339 872 | 50 000 | 352 396 | 39 757 | 21 456 CHF | 2 915 CHF | 99,25% | 99,25% |
02/08/2024 | 19,22% | 0,13 CHF | 0,16 CHF | 204 836 | 10 000 | 198 294 | 10 000 | 28 045 CHF | 1 716 CHF | 98,20% | 98,20% |
31/07/2024 | 7,06% | 0,15 CHF | 0,16 CHF | 202 981 | 50 000 | 200 692 | 47 460 | 29 591 CHF | 7 504 CHF | 30,67% | 30,67% |