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 | 5,61% | 0,54 CHF | 0,57 CHF | 92 332 | 25 000 | 91 741 | 24 895 | 48 607 CHF | 13 950 CHF | 99,20% | 99,20% |
14/08/2024 | 5,68% | 0,53 CHF | 0,56 CHF | 91 134 | 25 000 | 91 327 | 24 791 | 48 457 CHF | 13 921 CHF | 98,68% | 98,68% |
13/08/2024 | 4,55% | 0,55 CHF | 0,57 CHF | 91 890 | 25 000 | 90 753 | 25 000 | 50 876 CHF | 14 671 CHF | 97,07% | 97,07% |
12/08/2024 | 4,47% | 0,56 CHF | 0,58 CHF | 90 000 | 25 000 | 90 000 | 25 000 | 51 029 CHF | 14 823 CHF | 100,00% | 100,00% |
09/08/2024 | 4,78% | 0,56 CHF | 0,59 CHF | 90 000 | 25 000 | 90 000 | 25 000 | 52 542 CHF | 15 310 CHF | 100,00% | 100,00% |
08/08/2024 | 4,38% | 0,60 CHF | 0,63 CHF | 90 000 | 25 000 | 84 153 | 25 000 | 52 397 CHF | 16 278 CHF | 97,79% | 97,79% |
07/08/2024 | 4,36% | 0,60 CHF | 0,63 CHF | 90 000 | 25 000 | 86 606 | 25 000 | 53 281 CHF | 16 083 CHF | 100,00% | 100,00% |
06/08/2024 | 5,85% | 0,65 CHF | 0,67 CHF | 80 000 | 25 000 | 82 484 | 22 948 | 53 160 CHF | 15 705 CHF | 99,35% | 99,35% |
02/08/2024 | 14,86% | 0,55 CHF | 0,64 CHF | 92 602 | 7 500 | 91 353 | 7 500 | 50 226 CHF | 4 786 CHF | 93,27% | 93,27% |
31/07/2024 | 6,56% | 0,49 CHF | 0,52 CHF | 91 310 | 25 000 | 91 306 | 24 322 | 44 509 CHF | 12 652 CHF | 30,67% | 30,67% |