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 | 33,06% | 0,06 CHF | 0,08 CHF | 25 000 | 25 000 | 24 743 | 24 743 | 1 286 CHF | 1 791 CHF | 99,06% | 99,06% |
14/08/2024 | 36,47% | 0,06 CHF | 0,08 CHF | 25 000 | 25 000 | 24 456 | 24 456 | 1 208 CHF | 1 731 CHF | 98,33% | 98,33% |
13/08/2024 | 106,23% | 0,03 CHF | 0,10 CHF | 1 250 | 1 250 | 1 250 | 1 250 | 35 CHF | 115 CHF | 94,58% | 94,58% |
12/08/2024 | 6,43% | 0,16 CHF | 0,17 CHF | 220 200 | 50 000 | 218 566 | 50 000 | 36 343 CHF | 8 871 CHF | 100,00% | 100,00% |
09/08/2024 | 7,22% | 0,16 CHF | 0,18 CHF | 220 991 | 50 000 | 223 912 | 50 000 | 36 285 CHF | 8 712 CHF | 100,00% | 100,00% |
08/08/2024 | 8,21% | 0,16 CHF | 0,17 CHF | 232 895 | 50 000 | 220 582 | 46 792 | 30 665 CHF | 7 046 CHF | 97,83% | 97,83% |
07/08/2024 | 6,59% | 0,16 CHF | 0,17 CHF | 220 314 | 50 000 | 231 220 | 50 000 | 35 784 CHF | 8 277 CHF | 99,67% | 99,67% |
06/08/2024 | 11,72% | 0,13 CHF | 0,14 CHF | 267 802 | 50 000 | 279 948 | 39 711 | 32 120 CHF | 5 108 CHF | 99,56% | 99,56% |
02/08/2024 | 25,44% | 0,11 CHF | 0,14 CHF | 261 071 | 10 000 | 261 741 | 10 000 | 30 197 CHF | 1 490 CHF | 99,11% | 99,11% |
31/07/2024 | 7,59% | 0,14 CHF | 0,16 CHF | 234 979 | 50 000 | 236 214 | 46 609 | 34 352 CHF | 7 314 CHF | 30,67% | 30,67% |