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 | 3,64% | 0,28 CHF | 0,29 CHF | 103 513 | 50 000 | 97 290 | 49 174 | 30 208 CHF | 15 830 CHF | 99,06% | 99,06% |
14/08/2024 | 3,73% | 0,32 CHF | 0,33 CHF | 95 477 | 50 000 | 94 278 | 48 595 | 30 426 CHF | 16 274 CHF | 98,82% | 98,82% |
13/08/2024 | 4,17% | 0,30 CHF | 0,31 CHF | 100 257 | 50 000 | 104 481 | 50 000 | 28 925 CHF | 14 443 CHF | 96,65% | 96,65% |
12/08/2024 | 3,27% | 0,32 CHF | 0,33 CHF | 96 010 | 50 000 | 98 057 | 50 000 | 30 638 CHF | 16 146 CHF | 100,00% | 100,00% |
09/08/2024 | 3,78% | 0,31 CHF | 0,32 CHF | 99 490 | 50 000 | 101 925 | 50 000 | 31 244 CHF | 15 933 CHF | 95,84% | 95,84% |
08/08/2024 | 4,80% | 0,29 CHF | 0,31 CHF | 101 489 | 50 000 | 90 959 | 45 576 | 25 484 CHF | 13 349 CHF | 70,94% | 70,94% |
07/08/2024 | 3,63% | 0,31 CHF | 0,32 CHF | 96 734 | 50 000 | 97 367 | 50 000 | 30 353 CHF | 16 167 CHF | 99,79% | 99,79% |
06/08/2024 | 6,28% | 0,28 CHF | 0,30 CHF | 104 063 | 50 000 | 110 551 | 39 677 | 28 415 CHF | 10 830 CHF | 99,24% | 99,24% |
02/08/2024 | 11,55% | 0,30 CHF | 0,34 CHF | 100 439 | 10 000 | 97 650 | 10 000 | 30 322 CHF | 3 488 CHF | 88,99% | 88,99% |
31/07/2024 | 3,26% | 0,42 CHF | 0,43 CHF | 83 633 | 50 000 | 83 667 | 45 595 | 35 248 CHF | 19 851 CHF | 30,66% | 30,66% |