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 | 9,28% | 0,11 CHF | 0,12 CHF | 396 104 | 20 000 | 415 583 | 19 658 | 43 683 CHF | 2 269 CHF | 98,75% | 98,75% |
14/08/2024 | 10,61% | 0,10 CHF | 0,11 CHF | 419 769 | 20 000 | 367 102 | 18 092 | 37 718 CHF | 2 046 CHF | 94,51% | 94,51% |
13/08/2024 | 19,37% | 0,05 CHF | 0,06 CHF | 500 000 | 20 000 | 500 000 | 20 000 | 23 533 CHF | 1 141 CHF | 96,64% | 96,64% |
12/08/2024 | 17,90% | 0,05 CHF | 0,06 CHF | 500 000 | 20 000 | 500 000 | 20 000 | 25 597 CHF | 1 224 CHF | 95,94% | 95,94% |
09/08/2024 | 16,88% | 0,06 CHF | 0,07 CHF | 500 000 | 20 000 | 500 000 | 20 000 | 27 439 CHF | 1 298 CHF | 71,96% | 71,96% |
08/08/2024 | 22,17% | 0,05 CHF | 0,06 CHF | 500 000 | 20 000 | 500 000 | 20 000 | 20 198 CHF | 1 008 CHF | 96,68% | 96,68% |
07/08/2024 | 21,52% | 0,05 CHF | 0,06 CHF | 500 000 | 20 000 | 500 000 | 20 000 | 20 869 CHF | 1 035 CHF | 97,31% | 97,31% |
06/08/2024 | 24,88% | 0,04 CHF | 0,05 CHF | 500 000 | 20 000 | 500 000 | 15 361 | 19 332 CHF | 765 CHF | 88,73% | 88,73% |
02/08/2024 | 47,25% | 0,03 CHF | 0,06 CHF | 500 000 | 5 000 | 500 000 | 5 000 | 22 293 CHF | 357 CHF | 52,83% | 52,83% |
31/07/2024 | 14,05% | 0,07 CHF | 0,08 CHF | 500 000 | 20 000 | 500 000 | 17 883 | 35 210 CHF | 1 439 CHF | 30,66% | 30,66% |