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 | 4,77% | 0,80 CHF | 0,84 CHF | 46 457 | 20 000 | 48 298 | 19 651 | 35 023 CHF | 14 947 CHF | 96,95% | 96,95% |
14/08/2024 | 5,14% | 0,76 CHF | 0,79 CHF | 47 446 | 20 000 | 43 077 | 18 264 | 28 506 CHF | 12 697 CHF | 71,14% | 71,14% |
13/08/2024 | 6,32% | 0,66 CHF | 0,70 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 6 493 CHF | 6 916 CHF | 73,35% | 73,35% |
12/08/2024 | 4,26% | 0,53 CHF | 0,55 CHF | 59 866 | 20 000 | 60 473 | 20 000 | 30 960 CHF | 10 687 CHF | 96,22% | 96,22% |
09/08/2024 | 4,55% | 0,49 CHF | 0,52 CHF | 62 974 | 20 000 | 62 880 | 20 000 | 30 908 CHF | 10 294 CHF | 98,61% | 98,61% |
08/08/2024 | 5,43% | 0,41 CHF | 0,43 CHF | 68 947 | 20 000 | 70 294 | 20 000 | 27 308 CHF | 8 206 CHF | 74,33% | 74,33% |
07/08/2024 | 6,56% | 0,49 CHF | 0,51 CHF | 63 160 | 20 000 | 12 005 | 10 380 | 5 443 CHF | 4 958 CHF | 97,36% | 97,36% |
06/08/2024 | 10,20% | 0,28 CHF | 0,30 CHF | 87 721 | 20 000 | 91 201 | 15 631 | 23 794 CHF | 4 516 CHF | 86,23% | 86,23% |
02/08/2024 | 20,24% | 0,24 CHF | 0,31 CHF | 90 236 | 5 000 | 81 247 | 5 000 | 24 443 CHF | 1 855 CHF | 66,17% | 66,17% |
31/07/2024 | 4,64% | 0,51 CHF | 0,53 CHF | 62 237 | 20 000 | 62 709 | 17 996 | 31 861 CHF | 9 557 CHF | 26,77% | 26,77% |