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 | 5,10% | 0,44 CHF | 0,46 CHF | 91 333 | 20 000 | 92 595 | 19 659 | 39 344 CHF | 8 791 CHF | 99,18% | 99,18% |
14/08/2024 | 5,29% | 0,45 CHF | 0,47 CHF | 89 525 | 20 000 | 94 705 | 19 475 | 38 579 CHF | 8 375 CHF | 98,49% | 98,49% |
13/08/2024 | 6,02% | 0,35 CHF | 0,37 CHF | 104 940 | 20 000 | 109 275 | 20 000 | 36 320 CHF | 7 068 CHF | 96,31% | 96,31% |
12/08/2024 | 6,32% | 0,31 CHF | 0,33 CHF | 116 598 | 20 000 | 114 058 | 20 000 | 36 134 CHF | 6 750 CHF | 100,00% | 100,00% |
09/08/2024 | 6,41% | 0,32 CHF | 0,34 CHF | 114 513 | 20 000 | 115 862 | 20 000 | 35 767 CHF | 6 585 CHF | 100,00% | 100,00% |
08/08/2024 | 6,98% | 0,30 CHF | 0,32 CHF | 122 466 | 20 000 | 122 020 | 20 000 | 35 761 CHF | 6 286 CHF | 97,20% | 97,20% |
07/08/2024 | 6,19% | 0,31 CHF | 0,34 CHF | 115 776 | 20 000 | 116 031 | 20 000 | 36 823 CHF | 6 753 CHF | 100,00% | 100,00% |
06/08/2024 | 9,34% | 0,29 CHF | 0,31 CHF | 121 019 | 20 000 | 121 397 | 15 853 | 35 175 CHF | 5 010 CHF | 98,06% | 98,06% |
02/08/2024 | 19,50% | 0,28 CHF | 0,34 CHF | 118 732 | 5 000 | 113 530 | 5 000 | 33 688 CHF | 1 806 CHF | 98,21% | 98,21% |
31/07/2024 | 6,19% | 0,40 CHF | 0,42 CHF | 98 380 | 20 000 | 99 759 | 18 221 | 38 680 CHF | 7 524 CHF | 30,67% | 30,67% |