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 | 4,31% | 0,28 CHF | 0,33 CHF | 10 000 | 10 000 | 179 771 | 49 492 | 48 754 CHF | 13 995 CHF | 80,26% | 80,26% |
14/08/2024 | 3,76% | 0,27 CHF | 0,28 CHF | 190 000 | 100 000 | 198 521 | 61 561 | 51 797 CHF | 16 664 CHF | 85,76% | 85,76% |
13/08/2024 | 4,16% | 0,26 CHF | 0,27 CHF | 200 000 | 100 000 | 215 697 | 61 701 | 50 780 CHF | 15 439 CHF | 92,54% | 92,54% |
12/08/2024 | 4,49% | 0,24 CHF | 0,25 CHF | 210 000 | 100 000 | 232 144 | 65 558 | 50 488 CHF | 15 076 CHF | 69,59% | 69,59% |
09/08/2024 | 27,97% | 0,18 CHF | 0,23 CHF | 10 000 | 10 000 | 6 086 | 6 086 | 952 CHF | 1 256 CHF | 99,61% | 99,61% |
08/08/2024 | 30,64% | 0,14 CHF | 0,19 CHF | 10 000 | 10 000 | 6 119 | 6 119 | 859 CHF | 1 165 CHF | 96,19% | 96,19% |
07/08/2024 | 33,28% | 0,16 CHF | 0,21 CHF | 10 000 | 10 000 | 6 040 | 6 040 | 787 CHF | 1 089 CHF | 86,62% | 86,62% |
06/08/2024 | 27,07% | 0,15 CHF | 0,20 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 801 CHF | 1 051 CHF | 50,10% | 50,10% |
02/08/2024 | 22,38% | 0,20 CHF | 0,25 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 993 CHF | 1 243 CHF | 30,38% | 30,38% |
30/07/2024 | 3,73% | 0,25 CHF | 0,26 CHF | 200 000 | 100 000 | 196 177 | 60 519 | 51 670 CHF | 16 573 CHF | 98,41% | 98,41% |