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 | 18,09% | 0,12 CHF | 0,13 CHF | 239 013 | 50 000 | 259 458 | 49 487 | 25 535 CHF | 5 842 CHF | 99,07% | 99,07% |
14/08/2024 | 15,86% | 0,11 CHF | 0,13 CHF | 251 952 | 50 000 | 234 162 | 48 917 | 27 740 CHF | 6 793 CHF | 98,83% | 98,83% |
13/08/2024 | 15,20% | 0,12 CHF | 0,13 CHF | 245 601 | 50 000 | 244 001 | 50 000 | 27 389 CHF | 6 556 CHF | 86,82% | 86,82% |
12/08/2024 | 10,92% | 0,12 CHF | 0,14 CHF | 246 748 | 50 000 | 235 191 | 50 000 | 29 904 CHF | 7 103 CHF | 96,80% | 96,80% |
09/08/2024 | 13,27% | 0,12 CHF | 0,13 CHF | 245 138 | 50 000 | 246 137 | 50 000 | 28 835 CHF | 6 706 CHF | 98,42% | 98,42% |
08/08/2024 | 17,10% | 0,11 CHF | 0,13 CHF | 263 067 | 50 000 | 169 277 | 40 521 | 19 474 CHF | 5 574 CHF | 33,04% | 33,04% |
07/08/2024 | 9,65% | 0,15 CHF | 0,17 CHF | 221 804 | 50 000 | 211 110 | 50 000 | 38 076 CHF | 9 945 CHF | 92,76% | 92,76% |
06/08/2024 | 10,41% | 0,17 CHF | 0,19 CHF | 212 137 | 50 000 | 208 462 | 46 450 | 37 924 CHF | 9 248 CHF | 54,70% | 54,70% |
02/08/2024 | 22,42% | 0,29 CHF | 0,36 CHF | 155 579 | 10 000 | 158 735 | 10 000 | 45 479 CHF | 3 589 CHF | 99,08% | 99,08% |
31/07/2024 | 10,01% | 0,32 CHF | 0,35 CHF | 152 293 | 50 000 | 153 934 | 45 593 | 48 822 CHF | 15 985 CHF | 30,67% | 30,67% |