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 | 12,76% | 0,07 CHF | 0,08 CHF | 900 000 | 300 000 | 879 122 | 293 041 | 64 623 CHF | 24 471 CHF | 99,15% | 99,15% |
14/08/2024 | 7,97% | 0,09 CHF | 0,10 CHF | 750 000 | 250 000 | 754 047 | 251 349 | 91 684 CHF | 33 075 CHF | 95,81% | 95,81% |
13/08/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 18 000 CHF | 9 000 CHF | 99,16% | 99,16% |
12/08/2024 | 36,93% | 0,02 CHF | 0,03 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 20 415 CHF | 9 805 CHF | 99,16% | 99,16% |
09/08/2024 | 35,66% | 0,02 CHF | 0,03 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 21 419 CHF | 10 140 CHF | 99,16% | 99,16% |
08/08/2024 | 48,66% | 0,02 CHF | 0,03 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 15 076 CHF | 8 025 CHF | 99,16% | 99,16% |
07/08/2024 | 59,39% | 0,02 CHF | 0,03 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 11 456 CHF | 6 819 CHF | 99,16% | 99,16% |
06/08/2024 | 48,44% | 0,01 CHF | 0,02 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 15 441 CHF | 8 147 CHF | 99,17% | 99,17% |
02/08/2024 | 38,58% | 0,02 CHF | 0,03 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 19 123 CHF | 9 374 CHF | 97,06% | 97,06% |
31/07/2024 | 27,81% | 0,03 CHF | 0,04 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 28 240 CHF | 12 413 CHF | 38,09% | 38,09% |