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 | 5,87% | 0,18 CHF | 0,19 CHF | 124 450 | 50 000 | 125 370 | 49 597 | 22 911 CHF | 9 618 CHF | 98,37% | 98,37% |
14/08/2024 | 6,15% | 0,17 CHF | 0,19 CHF | 128 087 | 50 000 | 108 551 | 45 671 | 20 799 CHF | 9 439 CHF | 97,58% | 97,58% |
13/08/2024 | 4,61% | 0,25 CHF | 0,26 CHF | 104 895 | 50 000 | 108 545 | 50 000 | 25 214 CHF | 12 183 CHF | 96,74% | 96,74% |
12/08/2024 | 3,93% | 0,26 CHF | 0,27 CHF | 100 340 | 50 000 | 100 308 | 50 000 | 26 698 CHF | 13 843 CHF | 100,00% | 100,00% |
09/08/2024 | 4,63% | 0,26 CHF | 0,27 CHF | 102 495 | 50 000 | 99 616 | 50 000 | 26 368 CHF | 13 875 CHF | 99,58% | 99,58% |
08/08/2024 | 3,88% | 0,29 CHF | 0,30 CHF | 94 210 | 50 000 | 97 686 | 50 000 | 26 791 CHF | 14 261 CHF | 96,70% | 96,70% |
07/08/2024 | 4,24% | 0,29 CHF | 0,30 CHF | 94 133 | 50 000 | 99 349 | 50 000 | 27 010 CHF | 14 200 CHF | 100,00% | 100,00% |
06/08/2024 | 6,40% | 0,27 CHF | 0,28 CHF | 100 077 | 50 000 | 104 131 | 39 711 | 25 746 CHF | 10 490 CHF | 99,56% | 99,56% |
02/08/2024 | 10,92% | 0,33 CHF | 0,36 CHF | 87 442 | 10 000 | 94 650 | 10 000 | 27 601 CHF | 3 260 CHF | 95,62% | 95,62% |
31/07/2024 | 3,60% | 0,31 CHF | 0,32 CHF | 92 367 | 50 000 | 92 935 | 47 408 | 28 864 CHF | 15 243 CHF | 29,57% | 29,57% |