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 | 32,06% | 0,07 CHF | 0,10 CHF | 248 295 | 25 000 | 244 762 | 24 890 | 18 289 CHF | 2 566 CHF | 94,82% | 94,82% |
14/08/2024 | 32,03% | 0,08 CHF | 0,11 CHF | 241 679 | 25 000 | 247 348 | 24 789 | 19 537 CHF | 2 703 CHF | 97,95% | 97,95% |
13/08/2024 | 31,42% | 0,07 CHF | 0,10 CHF | 250 288 | 25 000 | 263 325 | 25 000 | 18 872 CHF | 2 463 CHF | 96,64% | 96,64% |
12/08/2024 | 33,16% | 0,07 CHF | 0,10 CHF | 266 819 | 25 000 | 272 511 | 25 000 | 19 021 CHF | 2 441 CHF | 99,46% | 99,46% |
09/08/2024 | 36,52% | 0,07 CHF | 0,10 CHF | 258 804 | 25 000 | 278 226 | 25 000 | 17 499 CHF | 2 271 CHF | 100,00% | 100,00% |
08/08/2024 | 43,96% | 0,06 CHF | 0,09 CHF | 304 916 | 25 000 | 325 323 | 25 000 | 16 822 CHF | 2 023 CHF | 97,76% | 97,76% |
07/08/2024 | 41,57% | 0,06 CHF | 0,09 CHF | 294 489 | 25 000 | 316 045 | 25 000 | 16 815 CHF | 2 034 CHF | 100,00% | 100,00% |
06/08/2024 | 65,68% | 0,04 CHF | 0,07 CHF | 338 712 | 25 000 | 350 994 | 23 006 | 13 368 CHF | 1 726 CHF | 97,44% | 97,44% |
02/08/2024 | 100,54% | 0,04 CHF | 0,12 CHF | 271 445 | 7 500 | 268 359 | 7 500 | 11 334 CHF | 958 CHF | 87,16% | 87,16% |
31/07/2024 | 24,87% | 0,10 CHF | 0,12 CHF | 214 705 | 25 000 | 214 741 | 24 322 | 21 062 CHF | 3 061 CHF | 30,67% | 30,67% |