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 | 8,42% | 0,21 CHF | 0,23 CHF | 207 493 | 75 000 | 210 800 | 74 598 | 44 327 CHF | 17 066 CHF | 98,36% | 98,36% |
14/08/2024 | 9,12% | 0,21 CHF | 0,23 CHF | 210 007 | 75 000 | 210 128 | 73 978 | 44 076 CHF | 16 997 CHF | 98,49% | 98,49% |
13/08/2024 | 7,61% | 0,23 CHF | 0,24 CHF | 201 599 | 75 000 | 215 336 | 75 000 | 43 875 CHF | 16 510 CHF | 97,10% | 97,10% |
12/08/2024 | 9,99% | 0,18 CHF | 0,20 CHF | 232 851 | 75 000 | 246 044 | 75 000 | 39 975 CHF | 13 495 CHF | 92,01% | 92,01% |
09/08/2024 | 6,40% | 0,22 CHF | 0,23 CHF | 206 461 | 75 000 | 203 438 | 75 000 | 46 098 CHF | 18 132 CHF | 100,00% | 100,00% |
08/08/2024 | 8,08% | 0,19 CHF | 0,20 CHF | 225 258 | 75 000 | 226 731 | 75 000 | 42 264 CHF | 15 165 CHF | 96,70% | 96,70% |
07/08/2024 | 7,68% | 0,20 CHF | 0,22 CHF | 218 876 | 75 000 | 226 248 | 75 000 | 42 664 CHF | 15 276 CHF | 100,00% | 100,00% |
06/08/2024 | 12,90% | 0,18 CHF | 0,19 CHF | 233 235 | 75 000 | 237 752 | 64 528 | 39 704 CHF | 12 191 CHF | 97,83% | 97,83% |
02/08/2024 | 22,74% | 0,18 CHF | 0,23 CHF | 217 816 | 20 000 | 211 962 | 20 000 | 41 875 CHF | 4 965 CHF | 94,71% | 94,71% |
31/07/2024 | 7,30% | 0,23 CHF | 0,25 CHF | 204 956 | 75 000 | 206 979 | 72 475 | 47 299 CHF | 17 807 CHF | 29,49% | 29,49% |