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 | 13,48% | 0,26 CHF | 0,32 CHF | 5 000 | 5 000 | 225 126 | 23 064 | 47 796 CHF | 5 657 CHF | 84,56% | 84,56% |
14/08/2024 | 12,10% | 0,20 CHF | 0,22 CHF | 250 000 | 50 000 | 236 579 | 29 025 | 50 510 CHF | 6 869 CHF | 85,35% | 85,35% |
13/08/2024 | 13,76% | 0,20 CHF | 0,22 CHF | 250 000 | 50 000 | 271 373 | 30 400 | 50 849 CHF | 6 642 CHF | 87,29% | 87,29% |
12/08/2024 | 15,72% | 0,19 CHF | 0,21 CHF | 270 000 | 50 000 | 312 123 | 28 861 | 51 122 CHF | 5 575 CHF | 98,34% | 98,34% |
09/08/2024 | 33,05% | 0,14 CHF | 0,20 CHF | 5 000 | 5 000 | 2 971 | 2 971 | 495 CHF | 691 CHF | 94,53% | 94,53% |
08/08/2024 | 42,66% | 0,16 CHF | 0,22 CHF | 5 000 | 5 000 | 2 876 | 2 876 | 377 CHF | 568 CHF | 94,59% | 94,59% |
07/08/2024 | 34,97% | 0,17 CHF | 0,23 CHF | 5 000 | 5 000 | 2 875 | 2 875 | 471 CHF | 662 CHF | 97,99% | 97,99% |
06/08/2024 | 26,21% | 0,15 CHF | 0,21 CHF | 5 000 | 5 000 | 3 136 | 3 136 | 667 CHF | 872 CHF | 72,57% | 72,57% |
02/08/2024 | 16,86% | 0,25 CHF | 0,31 CHF | 5 000 | 5 000 | 241 824 | 21 128 | 42 503 CHF | 4 556 CHF | 96,66% | 96,66% |
30/07/2024 | 7,91% | 0,29 CHF | 0,31 CHF | 180 000 | 50 000 | 151 907 | 28 870 | 51 374 CHF | 10 521 CHF | 98,67% | 98,67% |