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 | 8,27% | 0,15 CHF | 0,16 CHF | 328 304 | 75 000 | 379 982 | 74 186 | 44 935 CHF | 9 646 CHF | 89,97% | 89,97% |
14/08/2024 | 9,94% | 0,10 CHF | 0,11 CHF | 414 605 | 75 000 | 433 737 | 73 577 | 43 005 CHF | 8 052 CHF | 93,48% | 93,48% |
13/08/2024 | 12,66% | 0,08 CHF | 0,09 CHF | 496 517 | 75 000 | 499 500 | 75 000 | 37 147 CHF | 6 328 CHF | 90,09% | 90,09% |
12/08/2024 | 12,26% | 0,08 CHF | 0,09 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 38 457 CHF | 6 519 CHF | 100,00% | 100,00% |
09/08/2024 | 12,10% | 0,07 CHF | 0,08 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 39 075 CHF | 6 611 CHF | 99,23% | 99,23% |
08/08/2024 | 18,89% | 0,06 CHF | 0,07 CHF | 500 000 | 75 000 | 439 987 | 70 134 | 23 424 CHF | 4 472 CHF | 95,73% | 95,73% |
07/08/2024 | 16,39% | 0,07 CHF | 0,08 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 28 676 CHF | 5 051 CHF | 98,14% | 98,14% |
06/08/2024 | 28,84% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 64 134 | 18 969 CHF | 3 230 CHF | 84,40% | 84,40% |
02/08/2024 | 28,36% | 0,06 CHF | 0,09 CHF | 60 000 | 20 000 | 60 000 | 20 000 | 5 116 CHF | 2 246 CHF | 87,64% | 87,64% |
31/07/2024 | 5,18% | 0,19 CHF | 0,20 CHF | 270 000 | 75 000 | 260 182 | 70 782 | 50 790 CHF | 14 532 CHF | 30,64% | 30,64% |