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 | 8,26% | 0,12 CHF | 0,13 CHF | 289 881 | 50 000 | 291 484 | 49 487 | 34 104 CHF | 6 286 CHF | 99,07% | 99,07% |
14/08/2024 | 9,59% | 0,11 CHF | 0,12 CHF | 317 601 | 50 000 | 312 613 | 48 917 | 32 790 CHF | 5 641 CHF | 98,83% | 98,83% |
13/08/2024 | 9,66% | 0,09 CHF | 0,10 CHF | 340 784 | 50 000 | 340 180 | 50 000 | 33 552 CHF | 5 431 CHF | 96,65% | 96,65% |
12/08/2024 | 10,63% | 0,09 CHF | 0,10 CHF | 363 526 | 50 000 | 359 677 | 50 000 | 32 049 CHF | 4 956 CHF | 100,00% | 100,00% |
09/08/2024 | 10,44% | 0,09 CHF | 0,10 CHF | 351 699 | 50 000 | 353 968 | 50 000 | 32 152 CHF | 5 042 CHF | 77,84% | 77,84% |
08/08/2024 | 13,18% | 0,08 CHF | 0,09 CHF | 371 967 | 50 000 | 356 323 | 46 792 | 27 051 CHF | 4 054 CHF | 97,83% | 97,83% |
07/08/2024 | 12,44% | 0,08 CHF | 0,09 CHF | 413 580 | 50 000 | 429 896 | 50 000 | 32 488 CHF | 4 292 CHF | 100,00% | 100,00% |
06/08/2024 | 22,92% | 0,06 CHF | 0,07 CHF | 500 000 | 50 000 | 494 539 | 39 710 | 26 216 CHF | 2 602 CHF | 99,56% | 99,56% |
02/08/2024 | 28,10% | 0,07 CHF | 0,09 CHF | 378 270 | 10 000 | 361 432 | 10 000 | 27 128 CHF | 995 CHF | 98,06% | 98,06% |
31/07/2024 | 8,89% | 0,12 CHF | 0,13 CHF | 286 621 | 50 000 | 287 574 | 46 611 | 34 190 CHF | 6 057 CHF | 30,66% | 30,66% |