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 | 7,25% | 0,45 CHF | 0,47 CHF | 120 000 | 50 000 | 130 118 | 23 649 | 51 650 CHF | 10 122 CHF | 79,06% | 79,06% |
14/08/2024 | 6,69% | 0,37 CHF | 0,39 CHF | 140 000 | 50 000 | 130 662 | 28 978 | 51 969 CHF | 12 123 CHF | 85,22% | 85,22% |
13/08/2024 | 7,64% | 0,37 CHF | 0,39 CHF | 140 000 | 50 000 | 148 500 | 30 352 | 51 843 CHF | 11 629 CHF | 87,28% | 87,28% |
12/08/2024 | 8,59% | 0,35 CHF | 0,37 CHF | 150 000 | 50 000 | 167 130 | 28 958 | 52 015 CHF | 9 895 CHF | 98,78% | 98,78% |
09/08/2024 | 18,83% | 0,28 CHF | 0,34 CHF | 5 000 | 5 000 | 2 978 | 2 978 | 947 CHF | 1 144 CHF | 94,93% | 94,93% |
08/08/2024 | 24,40% | 0,29 CHF | 0,35 CHF | 5 000 | 5 000 | 2 894 | 2 894 | 735 CHF | 927 CHF | 95,43% | 95,43% |
07/08/2024 | 20,66% | 0,32 CHF | 0,38 CHF | 5 000 | 5 000 | 2 874 | 2 874 | 865 CHF | 1 056 CHF | 97,95% | 97,95% |
06/08/2024 | 16,22% | 0,27 CHF | 0,33 CHF | 5 000 | 5 000 | 3 126 | 3 126 | 1 140 CHF | 1 345 CHF | 72,96% | 72,96% |
02/08/2024 | 10,32% | 0,41 CHF | 0,47 CHF | 5 000 | 5 000 | 140 804 | 20 899 | 42 684 CHF | 7 228 CHF | 97,57% | 97,57% |
30/07/2024 | 5,18% | 0,46 CHF | 0,48 CHF | 110 000 | 50 000 | 100 361 | 28 856 | 52 557 CHF | 15 848 CHF | 98,63% | 98,63% |