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 | 6,23% | 0,36 CHF | 0,39 CHF | 50 000 | 50 000 | 49 280 | 49 280 | 16 991 CHF | 18 074 CHF | 68,65% | 68,65% |
14/08/2024 | 6,92% | 0,32 CHF | 0,34 CHF | 50 000 | 50 000 | 48 832 | 48 832 | 15 494 CHF | 16 595 CHF | 97,35% | 97,35% |
13/08/2024 | 7,99% | 0,29 CHF | 0,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 13 663 CHF | 14 799 CHF | 93,50% | 93,50% |
12/08/2024 | 7,29% | 0,28 CHF | 0,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 14 654 CHF | 15 762 CHF | 86,09% | 86,09% |
09/08/2024 | 6,99% | 0,30 CHF | 0,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 15 437 CHF | 16 552 CHF | 94,08% | 94,08% |
08/08/2024 | 7,86% | 0,29 CHF | 0,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 13 369 CHF | 14 461 CHF | 83,14% | 83,14% |
07/08/2024 | 7,09% | 0,31 CHF | 0,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 15 315 CHF | 16 436 CHF | 92,11% | 92,11% |
06/08/2024 | 9,98% | 0,25 CHF | 0,27 CHF | 50 000 | 50 000 | 41 382 | 41 382 | 10 400 CHF | 11 438 CHF | 80,93% | 80,93% |
02/08/2024 | 12,71% | 0,32 CHF | 0,37 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 3 708 CHF | 4 208 CHF | 54,06% | 54,06% |
31/07/2024 | 4,33% | 0,53 CHF | 0,55 CHF | 37 500 | 37 500 | 37 131 | 37 131 | 20 520 CHF | 21 426 CHF | 26,46% | 26,46% |