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 | 7,91% | 0,14 CHF | 0,15 CHF | 253 208 | 50 000 | 262 612 | 49 160 | 32 910 CHF | 6 664 CHF | 99,17% | 99,17% |
14/08/2024 | 7,39% | 0,13 CHF | 0,14 CHF | 252 143 | 50 000 | 257 845 | 48 379 | 33 919 CHF | 6 853 CHF | 98,49% | 98,49% |
13/08/2024 | 7,67% | 0,13 CHF | 0,14 CHF | 272 693 | 50 000 | 264 018 | 50 000 | 33 127 CHF | 6 779 CHF | 96,93% | 96,93% |
12/08/2024 | 6,64% | 0,15 CHF | 0,16 CHF | 244 230 | 50 000 | 246 405 | 50 000 | 35 909 CHF | 7 789 CHF | 100,00% | 100,00% |
09/08/2024 | 6,14% | 0,15 CHF | 0,16 CHF | 230 844 | 25 000 | 229 179 | 25 000 | 36 255 CHF | 4 209 CHF | 100,00% | 100,00% |
08/08/2024 | 5,36% | 0,17 CHF | 0,18 CHF | 215 965 | 25 000 | 205 051 | 25 000 | 37 855 CHF | 4 898 CHF | 97,95% | 97,95% |
07/08/2024 | 4,58% | 0,22 CHF | 0,23 CHF | 186 784 | 25 000 | 188 386 | 25 000 | 40 279 CHF | 5 602 CHF | 99,98% | 99,98% |
06/08/2024 | 10,57% | 0,21 CHF | 0,23 CHF | 25 000 | 25 000 | 18 855 | 18 855 | 3 852 CHF | 4 252 CHF | 99,21% | 99,21% |
02/08/2024 | 21,74% | 0,11 CHF | 0,14 CHF | 270 970 | 10 000 | 250 238 | 10 000 | 30 287 CHF | 1 508 CHF | 99,12% | 99,12% |
31/07/2024 | 6,47% | 0,18 CHF | 0,19 CHF | 206 801 | 25 000 | 209 755 | 24 661 | 36 603 CHF | 4 594 CHF | 30,67% | 30,67% |