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 | 4,51% | 0,22 CHF | 0,27 CHF | 2 000 | 2 000 | 181 123 | 5 071 | 48 642 CHF | 1 394 CHF | 84,11% | 84,11% |
14/08/2024 | 3,92% | 0,22 CHF | 0,23 CHF | 230 000 | 20 000 | 204 780 | 8 203 | 51 212 CHF | 2 054 CHF | 84,59% | 84,59% |
13/08/2024 | 4,15% | 0,27 CHF | 0,28 CHF | 190 000 | 20 000 | 215 055 | 8 105 | 50 738 CHF | 2 089 CHF | 91,42% | 91,42% |
12/08/2024 | 6,92% | 0,21 CHF | 0,22 CHF | 240 000 | 20 000 | 362 639 | 8 575 | 50 550 CHF | 1 518 CHF | 87,09% | 87,09% |
09/08/2024 | 47,55% | 0,08 CHF | 0,13 CHF | 2 000 | 2 000 | 804 | 804 | 64 CHF | 104 CHF | 99,31% | 99,31% |
08/08/2024 | 51,09% | 0,07 CHF | 0,12 CHF | 2 000 | 2 000 | 810 | 810 | 59 CHF | 99 CHF | 95,60% | 95,60% |
07/08/2024 | 40,02% | 0,08 CHF | 0,13 CHF | 2 000 | 2 000 | 807 | 807 | 77 CHF | 117 CHF | 97,38% | 97,38% |
06/08/2024 | 42,23% | 0,09 CHF | 0,14 CHF | 2 000 | 2 000 | 795 | 795 | 76 CHF | 116 CHF | 96,90% | 96,90% |
02/08/2024 | 9,00% | 0,11 CHF | 0,16 CHF | 2 000 | 2 000 | 204 578 | 4 871 | 41 540 CHF | 1 041 CHF | 97,41% | 97,41% |
30/07/2024 | 5,98% | 0,15 CHF | 0,16 CHF | 340 000 | 20 000 | 315 219 | 7 822 | 51 145 CHF | 1 369 CHF | 97,33% | 97,33% |