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 | 9,69% | 0,12 CHF | 0,13 CHF | 114 658 | 50 000 | 101 882 | 50 000 | 14 790 CHF | 8 005 CHF | 90,13% | 90,13% |
14/08/2024 | 7,31% | 0,16 CHF | 0,17 CHF | 98 593 | 50 000 | 95 111 | 48 541 | 15 324 CHF | 8 400 CHF | 95,17% | 95,17% |
13/08/2024 | 9,44% | 0,14 CHF | 0,15 CHF | 109 625 | 50 000 | 117 428 | 50 000 | 14 465 CHF | 6 780 CHF | 96,60% | 96,60% |
12/08/2024 | 7,31% | 0,16 CHF | 0,17 CHF | 99 123 | 50 000 | 102 720 | 50 000 | 15 619 CHF | 8 188 CHF | 92,31% | 92,31% |
09/08/2024 | 7,92% | 0,15 CHF | 0,16 CHF | 106 591 | 50 000 | 111 299 | 50 000 | 15 680 CHF | 7 632 CHF | 95,51% | 95,51% |
08/08/2024 | 10,88% | 0,14 CHF | 0,15 CHF | 107 030 | 50 000 | 102 051 | 45 578 | 12 543 CHF | 6 229 CHF | 70,98% | 70,98% |
07/08/2024 | 7,32% | 0,16 CHF | 0,17 CHF | 100 544 | 50 000 | 102 162 | 50 000 | 16 143 CHF | 8 508 CHF | 89,59% | 89,59% |
06/08/2024 | 14,53% | 0,14 CHF | 0,15 CHF | 115 065 | 50 000 | 131 649 | 40 287 | 14 348 CHF | 5 109 CHF | 90,75% | 90,75% |
02/08/2024 | 21,67% | 0,14 CHF | 0,18 CHF | 110 918 | 10 000 | 101 739 | 10 000 | 16 207 CHF | 1 982 CHF | 79,53% | 79,53% |
31/07/2024 | 5,11% | 0,26 CHF | 0,27 CHF | 78 411 | 50 000 | 78 536 | 45 951 | 20 546 CHF | 12 656 CHF | 30,15% | 30,15% |