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 | 25,68% | 0,13 CHF | 0,19 CHF | 5 000 | 5 000 | 457 596 | 23 082 | 47 589 CHF | 3 132 CHF | 84,62% | 84,62% |
14/08/2024 | 22,50% | 0,10 CHF | 0,12 CHF | 500 000 | 50 000 | 461 116 | 28 866 | 50 105 CHF | 3 844 CHF | 84,71% | 84,71% |
13/08/2024 | 25,63% | 0,10 CHF | 0,12 CHF | 500 000 | 50 000 | 492 821 | 30 718 | 46 652 CHF | 3 786 CHF | 86,38% | 86,38% |
12/08/2024 | 29,09% | 0,10 CHF | 0,12 CHF | 500 000 | 50 000 | 500 000 | 29 016 | 41 089 CHF | 3 192 CHF | 99,07% | 99,07% |
09/08/2024 | 60,27% | 0,06 CHF | 0,12 CHF | 5 000 | 5 000 | 2 967 | 2 967 | 226 CHF | 423 CHF | 94,36% | 94,36% |
08/08/2024 | 74,55% | 0,07 CHF | 0,13 CHF | 5 000 | 5 000 | 2 913 | 2 913 | 176 CHF | 369 CHF | 96,29% | 96,29% |
07/08/2024 | 60,11% | 0,08 CHF | 0,14 CHF | 5 000 | 5 000 | 2 856 | 2 856 | 231 CHF | 421 CHF | 97,14% | 97,14% |
06/08/2024 | 43,39% | 0,07 CHF | 0,13 CHF | 5 000 | 5 000 | 3 129 | 3 129 | 361 CHF | 566 CHF | 73,09% | 73,09% |
02/08/2024 | 27,69% | 0,15 CHF | 0,21 CHF | 5 000 | 5 000 | 387 521 | 20 981 | 39 436 CHF | 2 882 CHF | 98,08% | 98,08% |
30/07/2024 | 12,41% | 0,18 CHF | 0,20 CHF | 280 000 | 50 000 | 239 486 | 28 833 | 50 431 CHF | 6 842 CHF | 98,50% | 98,50% |