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 | 6,52% | 0,17 CHF | 0,18 CHF | 186 467 | 50 000 | 193 374 | 49 487 | 31 716 CHF | 8 666 CHF | 99,06% | 99,06% |
14/08/2024 | 6,77% | 0,16 CHF | 0,17 CHF | 193 167 | 50 000 | 198 975 | 48 916 | 31 101 CHF | 8 175 CHF | 98,75% | 98,75% |
13/08/2024 | 6,17% | 0,15 CHF | 0,16 CHF | 203 169 | 50 000 | 200 629 | 50 000 | 31 546 CHF | 8 363 CHF | 96,65% | 96,65% |
12/08/2024 | 6,56% | 0,16 CHF | 0,17 CHF | 194 606 | 50 000 | 194 683 | 50 000 | 31 360 CHF | 8 601 CHF | 100,00% | 100,00% |
09/08/2024 | 6,50% | 0,15 CHF | 0,17 CHF | 201 442 | 50 000 | 194 924 | 50 000 | 31 834 CHF | 8 713 CHF | 100,00% | 100,00% |
08/08/2024 | 8,34% | 0,15 CHF | 0,16 CHF | 215 617 | 50 000 | 196 349 | 46 783 | 26 489 CHF | 6 834 CHF | 97,56% | 97,56% |
07/08/2024 | 7,21% | 0,16 CHF | 0,17 CHF | 195 178 | 50 000 | 195 759 | 50 000 | 31 594 CHF | 8 678 CHF | 97,69% | 97,69% |
06/08/2024 | 9,67% | 0,15 CHF | 0,16 CHF | 203 773 | 50 000 | 209 020 | 39 710 | 30 461 CHF | 6 362 CHF | 99,56% | 99,56% |
02/08/2024 | 20,87% | 0,14 CHF | 0,17 CHF | 219 506 | 10 000 | 198 732 | 10 000 | 29 756 CHF | 1 853 CHF | 99,12% | 99,12% |
31/07/2024 | 6,95% | 0,21 CHF | 0,23 CHF | 164 393 | 50 000 | 171 002 | 46 616 | 34 989 CHF | 10 230 CHF | 30,66% | 30,66% |