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 | 2,81% | 0,40 CHF | 0,45 CHF | 10 000 | 10 000 | 115 173 | 46 132 | 48 812 CHF | 20 063 CHF | 84,39% | 84,39% |
14/08/2024 | 2,59% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 137 596 | 59 608 | 52 394 CHF | 23 211 CHF | 76,91% | 76,91% |
13/08/2024 | 2,99% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 157 947 | 61 039 | 52 073 CHF | 20 983 CHF | 88,02% | 88,02% |
12/08/2024 | 3,08% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 162 990 | 58 444 | 52 073 CHF | 19 031 CHF | 94,19% | 94,19% |
09/08/2024 | 15,91% | 0,28 CHF | 0,33 CHF | 10 000 | 10 000 | 5 836 | 5 836 | 1 688 CHF | 1 980 CHF | 94,49% | 94,49% |
08/08/2024 | 17,37% | 0,27 CHF | 0,32 CHF | 10 000 | 10 000 | 5 823 | 5 823 | 1 566 CHF | 1 858 CHF | 96,09% | 96,09% |
07/08/2024 | 14,71% | 0,31 CHF | 0,36 CHF | 10 000 | 10 000 | 5 766 | 5 766 | 1 846 CHF | 2 134 CHF | 97,86% | 97,86% |
06/08/2024 | 15,21% | 0,30 CHF | 0,35 CHF | 10 000 | 10 000 | 5 867 | 5 867 | 1 772 CHF | 2 065 CHF | 93,33% | 93,33% |
02/08/2024 | 4,59% | 0,36 CHF | 0,41 CHF | 10 000 | 10 000 | 114 043 | 41 791 | 42 970 CHF | 16 210 CHF | 97,88% | 97,88% |
30/07/2024 | 1,52% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 84 313 | 58 106 | 54 951 CHF | 38 394 CHF | 98,17% | 98,17% |