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 | 3,35% | 0,91 CHF | 0,97 CHF | 10 000 | 10 000 | 83 494 | 25 179 | 51 790 CHF | 16 794 CHF | 81,80% | 81,80% |
14/08/2024 | 2,91% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 92 250 | 41 853 | 55 076 CHF | 25 266 CHF | 85,67% | 85,67% |
13/08/2024 | 3,49% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 105 331 | 41 332 | 51 851 CHF | 20 936 CHF | 87,89% | 87,89% |
12/08/2024 | 3,30% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 535 | 40 419 | 53 064 CHF | 21 492 CHF | 96,90% | 96,90% |
09/08/2024 | 13,32% | 0,51 CHF | 0,57 CHF | 10 000 | 10 000 | 4 022 | 4 022 | 1 964 CHF | 2 224 CHF | 99,61% | 99,61% |
08/08/2024 | 16,04% | 0,41 CHF | 0,47 CHF | 10 000 | 10 000 | 4 074 | 4 074 | 1 632 CHF | 1 895 CHF | 95,66% | 95,66% |
07/08/2024 | 14,03% | 0,50 CHF | 0,56 CHF | 10 000 | 10 000 | 3 610 | 3 610 | 1 658 CHF | 1 895 CHF | 93,21% | 93,21% |
06/08/2024 | 14,02% | 0,39 CHF | 0,45 CHF | 10 000 | 10 000 | 7 057 | 7 057 | 2 894 CHF | 3 333 CHF | 38,22% | 38,22% |
02/08/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
30/07/2024 | 1,01% | 1,62 CHF | 1,63 CHF | 100 000 | 100 000 | 46 969 | 40 077 | 82 259 CHF | 70 691 CHF | 99,02% | 99,02% |