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 | 22,52% | 0,11 CHF | 0,13 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 2 458 CHF | 3 076 CHF | 75,38% | 75,38% |
14/08/2024 | 27,96% | 0,10 CHF | 0,12 CHF | 25 000 | 25 000 | 24 600 | 24 600 | 2 011 CHF | 2 614 CHF | 96,35% | 96,35% |
13/08/2024 | 41,77% | 0,06 CHF | 0,08 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 1 032 CHF | 1 562 CHF | 84,69% | 84,69% |
12/08/2024 | 22,86% | 0,04 CHF | 0,05 CHF | 424 500 | 50 000 | 422 596 | 50 000 | 17 130 CHF | 2 551 CHF | 99,70% | 99,70% |
09/08/2024 | 23,90% | 0,04 CHF | 0,05 CHF | 414 411 | 50 000 | 404 618 | 50 000 | 17 197 CHF | 2 702 CHF | 65,99% | 65,99% |
08/08/2024 | 29,37% | 0,04 CHF | 0,05 CHF | 483 803 | 50 000 | 475 821 | 50 000 | 15 564 CHF | 2 196 CHF | 97,78% | 97,78% |
07/08/2024 | 22,56% | 0,04 CHF | 0,05 CHF | 464 708 | 50 000 | 438 755 | 50 000 | 18 230 CHF | 2 608 CHF | 96,19% | 96,19% |
06/08/2024 | 37,80% | 0,03 CHF | 0,05 CHF | 476 235 | 50 000 | 461 356 | 40 949 | 15 234 CHF | 1 940 CHF | 90,52% | 90,52% |
02/08/2024 | 73,47% | 0,03 CHF | 0,06 CHF | 439 405 | 10 000 | 415 982 | 10 000 | 12 041 CHF | 626 CHF | 93,28% | 93,28% |
31/07/2024 | 27,34% | 0,05 CHF | 0,07 CHF | 340 811 | 50 000 | 352 240 | 47 381 | 17 483 CHF | 3 095 CHF | 29,74% | 29,74% |