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 | 17,74% | 0,08 CHF | 0,09 CHF | 238 178 | 50 000 | 236 969 | 49 160 | 17 926 CHF | 4 427 CHF | 99,20% | 99,20% |
14/08/2024 | 19,09% | 0,07 CHF | 0,09 CHF | 246 245 | 50 000 | 237 725 | 48 690 | 17 885 CHF | 4 442 CHF | 98,59% | 98,59% |
13/08/2024 | 19,35% | 0,07 CHF | 0,08 CHF | 263 922 | 50 000 | 257 329 | 50 000 | 18 845 CHF | 4 497 CHF | 96,64% | 96,64% |
12/08/2024 | 13,70% | 0,09 CHF | 0,11 CHF | 222 756 | 50 000 | 232 229 | 50 000 | 21 580 CHF | 5 338 CHF | 100,00% | 100,00% |
09/08/2024 | 17,71% | 0,09 CHF | 0,11 CHF | 239 420 | 50 000 | 249 457 | 50 000 | 20 872 CHF | 4 995 CHF | 100,00% | 100,00% |
08/08/2024 | 19,06% | 0,07 CHF | 0,08 CHF | 282 659 | 50 000 | 331 972 | 50 000 | 17 880 CHF | 3 271 CHF | 97,79% | 97,79% |
07/08/2024 | 17,71% | 0,07 CHF | 0,09 CHF | 269 304 | 50 000 | 278 874 | 50 000 | 19 829 CHF | 4 292 CHF | 100,00% | 100,00% |
06/08/2024 | 40,65% | 0,05 CHF | 0,06 CHF | 381 432 | 50 000 | 385 266 | 39 298 | 16 052 CHF | 2 414 CHF | 95,23% | 95,23% |
02/08/2024 | 69,70% | 0,04 CHF | 0,08 CHF | 350 227 | 10 000 | 327 687 | 10 000 | 13 804 CHF | 871 CHF | 90,12% | 90,12% |
31/07/2024 | 20,61% | 0,08 CHF | 0,10 CHF | 271 655 | 50 000 | 270 537 | 45 782 | 21 179 CHF | 4 402 CHF | 30,64% | 30,64% |