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 | 5,69% | 0,18 CHF | 0,19 CHF | 232 994 | 20 000 | 241 138 | 19 659 | 41 897 CHF | 3 617 CHF | 99,20% | 99,20% |
14/08/2024 | 6,09% | 0,17 CHF | 0,18 CHF | 234 537 | 20 000 | 203 413 | 18 114 | 36 922 CHF | 3 477 CHF | 93,00% | 93,00% |
13/08/2024 | 15,07% | 0,07 CHF | 0,08 CHF | 500 000 | 20 000 | 500 000 | 20 000 | 30 809 CHF | 1 432 CHF | 96,64% | 96,64% |
12/08/2024 | 12,88% | 0,08 CHF | 0,09 CHF | 496 569 | 20 000 | 496 593 | 20 000 | 36 240 CHF | 1 660 CHF | 99,90% | 99,90% |
09/08/2024 | 12,19% | 0,08 CHF | 0,09 CHF | 500 000 | 20 000 | 498 687 | 20 000 | 38 568 CHF | 1 747 CHF | 93,44% | 93,44% |
08/08/2024 | 16,98% | 0,06 CHF | 0,07 CHF | 500 000 | 20 000 | 500 000 | 20 000 | 27 238 CHF | 1 290 CHF | 94,86% | 94,86% |
07/08/2024 | 16,57% | 0,07 CHF | 0,08 CHF | 500 000 | 20 000 | 500 000 | 20 000 | 28 036 CHF | 1 321 CHF | 97,89% | 97,89% |
06/08/2024 | 20,79% | 0,05 CHF | 0,06 CHF | 500 000 | 20 000 | 500 000 | 15 373 | 24 528 CHF | 922 CHF | 88,41% | 88,41% |
02/08/2024 | 32,54% | 0,05 CHF | 0,08 CHF | 15 000 | 5 000 | 15 000 | 5 000 | 987 CHF | 456 CHF | 52,83% | 52,83% |
31/07/2024 | 10,56% | 0,09 CHF | 0,10 CHF | 429 534 | 20 000 | 436 649 | 17 883 | 42 541 CHF | 1 924 CHF | 30,66% | 30,66% |