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 | 54,13% | 0,05 CHF | 0,07 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 914 CHF | 1 571 CHF | 75,38% | 75,38% |
14/08/2024 | 69,96% | 0,04 CHF | 0,06 CHF | 25 000 | 25 000 | 24 590 | 24 590 | 679 CHF | 1 258 CHF | 93,98% | 93,98% |
13/08/2024 | 96,80% | 0,01 CHF | 0,04 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 277 CHF | 781 CHF | 72,00% | 72,02% |
12/08/2024 | 66,75% | 0,01 CHF | 0,02 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 1 501 CHF | 1 002 CHF | 99,70% | 99,70% |
09/08/2024 | 66,75% | 0,01 CHF | 0,02 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 1 500 CHF | 1 001 CHF | 75,43% | 75,43% |
08/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 1 500 CHF | 1 000 CHF | 58,68% | 88,11% |
07/08/2024 | 71,23% | 0,01 CHF | 0,02 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 1 526 CHF | 1 084 CHF | 97,15% | 97,15% |
06/08/2024 | 69,98% | 0,01 CHF | 0,02 CHF | 150 000 | 50 000 | 141 959 | 47 320 | 1 425 CHF | 975 CHF | 26,91% | 55,18% |
02/08/2024 | - | - CHF | 0,04 CHF | 0 | 10 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 93,14% |
31/07/2024 | 50,49% | 0,02 CHF | 0,03 CHF | 150 000 | 50 000 | 142 142 | 47 381 | 2 659 CHF | 1 421 CHF | 29,74% | 29,74% |