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 | 31,45% | 0,04 CHF | 0,05 CHF | 500 000 | 25 000 | 500 000 | 24 738 | 14 710 CHF | 981 CHF | 99,20% | 99,20% |
14/08/2024 | 35,61% | 0,03 CHF | 0,04 CHF | 500 000 | 25 000 | 500 000 | 24 531 | 12 469 CHF | 867 CHF | 98,58% | 98,58% |
13/08/2024 | 28,57% | 0,02 CHF | 0,03 CHF | 500 000 | 25 000 | 495 835 | 25 000 | 15 062 CHF | 1 011 CHF | 95,84% | 95,84% |
12/08/2024 | 23,62% | 0,03 CHF | 0,04 CHF | 500 000 | 25 000 | 482 634 | 25 000 | 18 267 CHF | 1 199 CHF | 100,00% | 100,00% |
09/08/2024 | 21,38% | 0,04 CHF | 0,05 CHF | 456 698 | 25 000 | 457 652 | 25 000 | 19 251 CHF | 1 302 CHF | 100,00% | 100,00% |
08/08/2024 | 26,30% | 0,04 CHF | 0,05 CHF | 500 000 | 25 000 | 498 898 | 25 000 | 16 745 CHF | 1 089 CHF | 97,81% | 97,81% |
07/08/2024 | 20,81% | 0,04 CHF | 0,05 CHF | 453 228 | 25 000 | 448 688 | 25 000 | 19 524 CHF | 1 342 CHF | 97,94% | 97,94% |
06/08/2024 | 25,80% | 0,06 CHF | 0,07 CHF | 417 209 | 25 000 | 471 897 | 18 853 | 21 743 CHF | 1 123 CHF | 94,65% | 94,65% |
02/08/2024 | 62,73% | 0,03 CHF | 0,06 CHF | 500 000 | 5 000 | 493 894 | 5 000 | 13 941 CHF | 268 CHF | 89,81% | 89,81% |
30/07/2024 | 18,16% | 0,05 CHF | 0,06 CHF | 401 930 | 25 000 | 419 507 | 25 000 | 21 015 CHF | 1 502 CHF | 96,79% | 96,79% |