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 | 17,79% | 0,06 CHF | 0,07 CHF | 500 000 | 50 000 | 491 323 | 49 490 | 25 784 CHF | 3 095 CHF | 99,13% | 99,13% |
14/08/2024 | 18,20% | 0,05 CHF | 0,06 CHF | 500 000 | 50 000 | 486 727 | 49 219 | 24 390 CHF | 2 960 CHF | 98,67% | 98,67% |
13/08/2024 | 21,95% | 0,05 CHF | 0,06 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 20 340 CHF | 2 534 CHF | 96,64% | 96,64% |
12/08/2024 | 22,34% | 0,04 CHF | 0,05 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 19 911 CHF | 2 491 CHF | 100,00% | 100,00% |
09/08/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 20 000 CHF | 2 500 CHF | 100,00% | 100,00% |
08/08/2024 | 35,55% | 0,03 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 12 027 CHF | 1 703 CHF | 97,73% | 97,73% |
07/08/2024 | 35,39% | 0,04 CHF | 0,05 CHF | 500 000 | 50 000 | 42 736 | 25 934 | 1 460 CHF | 1 112 CHF | 99,28% | 99,28% |
06/08/2024 | 40,96% | 0,02 CHF | 0,03 CHF | 500 000 | 50 000 | 279 035 | 37 002 | 5 701 CHF | 1 156 CHF | 78,40% | 78,40% |
02/08/2024 | 31,93% | 0,03 CHF | 0,05 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 1 463 CHF | 672 CHF | 91,78% | 91,78% |
30/07/2024 | 8,09% | 0,12 CHF | 0,13 CHF | 420 000 | 50 000 | 425 951 | 50 000 | 50 501 CHF | 6 450 CHF | 96,79% | 96,79% |