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 | 19,85% | 0,12 CHF | 0,15 CHF | 218 690 | 25 000 | 216 575 | 24 890 | 27 337 CHF | 3 832 CHF | 94,82% | 94,82% |
14/08/2024 | 19,38% | 0,13 CHF | 0,16 CHF | 214 082 | 25 000 | 217 139 | 24 789 | 27 463 CHF | 3 807 CHF | 97,95% | 97,95% |
13/08/2024 | 23,13% | 0,12 CHF | 0,15 CHF | 227 117 | 25 000 | 230 382 | 25 000 | 26 394 CHF | 3 614 CHF | 96,64% | 96,64% |
12/08/2024 | 21,75% | 0,12 CHF | 0,15 CHF | 230 308 | 25 000 | 230 304 | 25 000 | 26 536 CHF | 3 581 CHF | 99,46% | 99,46% |
09/08/2024 | 22,62% | 0,12 CHF | 0,15 CHF | 232 053 | 25 000 | 236 414 | 25 000 | 26 448 CHF | 3 509 CHF | 100,00% | 100,00% |
08/08/2024 | 22,83% | 0,11 CHF | 0,13 CHF | 247 942 | 25 000 | 259 205 | 25 000 | 25 808 CHF | 3 133 CHF | 97,79% | 97,79% |
07/08/2024 | 23,63% | 0,11 CHF | 0,13 CHF | 245 582 | 25 000 | 256 469 | 25 000 | 26 250 CHF | 3 250 CHF | 100,00% | 100,00% |
06/08/2024 | 37,42% | 0,09 CHF | 0,12 CHF | 288 095 | 25 000 | 277 472 | 23 006 | 23 508 CHF | 2 827 CHF | 97,44% | 97,44% |
02/08/2024 | 68,30% | 0,08 CHF | 0,16 CHF | 238 300 | 7 500 | 239 311 | 7 500 | 19 522 CHF | 1 247 CHF | 99,12% | 99,12% |
31/07/2024 | 20,06% | 0,15 CHF | 0,18 CHF | 193 406 | 25 000 | 194 851 | 24 322 | 28 851 CHF | 4 402 CHF | 30,67% | 30,67% |