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 | 9,87% | 0,23 CHF | 0,25 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 5 375 CHF | 5 933 CHF | 75,38% | 75,38% |
14/08/2024 | 12,11% | 0,22 CHF | 0,24 CHF | 25 000 | 25 000 | 24 600 | 24 600 | 4 508 CHF | 5 070 CHF | 96,34% | 96,34% |
13/08/2024 | 17,43% | 0,14 CHF | 0,16 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 2 785 CHF | 3 312 CHF | 84,69% | 84,69% |
12/08/2024 | 12,18% | 0,10 CHF | 0,11 CHF | 252 511 | 50 000 | 247 748 | 50 000 | 24 035 CHF | 5 476 CHF | 99,70% | 99,70% |
09/08/2024 | 10,10% | 0,10 CHF | 0,11 CHF | 235 925 | 50 000 | 235 577 | 50 000 | 24 261 CHF | 5 698 CHF | 75,43% | 75,43% |
08/08/2024 | 12,26% | 0,10 CHF | 0,11 CHF | 250 561 | 50 000 | 262 985 | 50 000 | 22 347 CHF | 4 809 CHF | 97,79% | 97,79% |
07/08/2024 | 11,14% | 0,10 CHF | 0,11 CHF | 247 713 | 50 000 | 244 832 | 50 000 | 23 659 CHF | 5 401 CHF | 97,34% | 97,34% |
06/08/2024 | 16,93% | 0,09 CHF | 0,10 CHF | 260 660 | 50 000 | 254 641 | 40 871 | 22 301 CHF | 4 178 CHF | 89,75% | 89,75% |
02/08/2024 | 33,52% | 0,08 CHF | 0,12 CHF | 230 793 | 10 000 | 227 450 | 10 000 | 20 643 CHF | 1 272 CHF | 93,28% | 93,28% |
31/07/2024 | 12,64% | 0,12 CHF | 0,14 CHF | 203 760 | 50 000 | 206 210 | 47 381 | 25 403 CHF | 6 620 CHF | 29,74% | 29,74% |