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 | 6,98% | 0,39 CHF | 0,42 CHF | 114 478 | 25 000 | 118 051 | 24 812 | 43 500 CHF | 9 808 CHF | 98,36% | 98,36% |
14/08/2024 | 6,78% | 0,37 CHF | 0,40 CHF | 116 240 | 25 000 | 112 959 | 24 545 | 44 289 CHF | 10 298 CHF | 98,49% | 98,49% |
13/08/2024 | 6,37% | 0,38 CHF | 0,41 CHF | 116 228 | 25 000 | 113 063 | 25 000 | 45 086 CHF | 10 637 CHF | 97,10% | 97,10% |
12/08/2024 | 5,23% | 0,44 CHF | 0,47 CHF | 105 538 | 25 000 | 102 033 | 25 000 | 48 072 CHF | 12 425 CHF | 74,76% | 74,76% |
09/08/2024 | 4,67% | 0,50 CHF | 0,52 CHF | 98 524 | 25 000 | 100 055 | 25 000 | 48 760 CHF | 12 775 CHF | 94,16% | 94,16% |
08/08/2024 | 5,99% | 0,45 CHF | 0,47 CHF | 105 859 | 25 000 | 112 803 | 25 000 | 47 107 CHF | 11 102 CHF | 96,70% | 96,70% |
07/08/2024 | 5,28% | 0,48 CHF | 0,51 CHF | 106 301 | 25 000 | 102 789 | 25 000 | 50 554 CHF | 12 985 CHF | 65,54% | 65,54% |
06/08/2024 | 8,80% | 0,41 CHF | 0,44 CHF | 114 620 | 25 000 | 118 615 | 18 870 | 46 529 CHF | 8 084 CHF | 99,08% | 99,08% |
02/08/2024 | 13,49% | 0,52 CHF | 0,60 CHF | 97 754 | 5 000 | 93 073 | 5 000 | 53 169 CHF | 3 277 CHF | 32,07% | 32,07% |
31/07/2024 | 3,90% | 0,83 CHF | 0,86 CHF | 70 000 | 25 000 | 66 787 | 23 839 | 53 224 CHF | 19 849 CHF | 29,49% | 29,49% |