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 | 13,22% | 0,19 CHF | 0,22 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 4 066 CHF | 4 644 CHF | 65,58% | 65,58% |
14/08/2024 | 17,13% | 0,17 CHF | 0,19 CHF | 25 000 | 25 000 | 24 806 | 24 806 | 3 229 CHF | 3 789 CHF | 91,64% | 91,64% |
13/08/2024 | 28,94% | 0,08 CHF | 0,11 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 1 586 CHF | 2 113 CHF | 82,60% | 82,60% |
12/08/2024 | 19,24% | 0,05 CHF | 0,06 CHF | 301 532 | 50 000 | 300 520 | 50 000 | 14 880 CHF | 3 000 CHF | 99,70% | 99,70% |
09/08/2024 | 20,20% | 0,06 CHF | 0,07 CHF | 270 102 | 50 000 | 272 316 | 50 000 | 14 429 CHF | 3 246 CHF | 75,33% | 75,33% |
08/08/2024 | 27,56% | 0,05 CHF | 0,06 CHF | 304 334 | 50 000 | 329 160 | 50 000 | 12 709 CHF | 2 547 CHF | 97,78% | 97,78% |
07/08/2024 | 20,23% | 0,05 CHF | 0,06 CHF | 293 693 | 50 000 | 281 615 | 50 000 | 14 246 CHF | 3 104 CHF | 97,34% | 97,34% |
06/08/2024 | 29,22% | 0,05 CHF | 0,06 CHF | 302 752 | 50 000 | 298 589 | 40 006 | 13 111 CHF | 2 324 CHF | 81,98% | 81,98% |
02/08/2024 | 55,57% | 0,04 CHF | 0,08 CHF | 272 361 | 10 000 | 253 091 | 10 000 | 12 185 CHF | 854 CHF | 87,44% | 87,44% |
31/07/2024 | 14,06% | 0,07 CHF | 0,08 CHF | 211 986 | 50 000 | 215 732 | 47 191 | 16 488 CHF | 4 143 CHF | 27,74% | 27,74% |