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 | 19,54% | 0,11 CHF | 0,13 CHF | 50 000 | 50 000 | 49 284 | 49 284 | 5 054 CHF | 6 132 CHF | 68,96% | 68,96% |
14/08/2024 | 22,24% | 0,09 CHF | 0,12 CHF | 50 000 | 50 000 | 48 832 | 48 832 | 4 493 CHF | 5 605 CHF | 97,35% | 97,35% |
13/08/2024 | 27,32% | 0,08 CHF | 0,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 3 712 CHF | 4 884 CHF | 93,51% | 93,51% |
12/08/2024 | 23,36% | 0,08 CHF | 0,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 4 099 CHF | 5 183 CHF | 86,09% | 86,09% |
09/08/2024 | 20,33% | 0,09 CHF | 0,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 4 754 CHF | 5 827 CHF | 94,46% | 94,46% |
08/08/2024 | 23,36% | 0,09 CHF | 0,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 4 122 CHF | 5 208 CHF | 83,14% | 83,14% |
07/08/2024 | 20,35% | 0,10 CHF | 0,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 4 789 CHF | 5 869 CHF | 92,04% | 92,04% |
06/08/2024 | 30,59% | 0,07 CHF | 0,09 CHF | 50 000 | 50 000 | 41 672 | 41 672 | 2 940 CHF | 3 931 CHF | 79,23% | 79,23% |
02/08/2024 | 34,81% | 0,10 CHF | 0,15 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 1 199 CHF | 1 699 CHF | 53,06% | 53,06% |
31/07/2024 | 10,57% | 0,20 CHF | 0,22 CHF | 37 500 | 37 500 | 37 131 | 37 131 | 8 015 CHF | 8 907 CHF | 26,46% | 26,46% |