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 | 6,61% | 0,21 CHF | 0,22 CHF | 172 050 | 50 000 | 174 253 | 49 598 | 34 909 CHF | 10 614 CHF | 98,37% | 98,37% |
14/08/2024 | 7,03% | 0,21 CHF | 0,22 CHF | 171 608 | 50 000 | 182 384 | 49 243 | 34 241 CHF | 9 924 CHF | 98,49% | 98,49% |
13/08/2024 | 6,66% | 0,17 CHF | 0,19 CHF | 192 074 | 50 000 | 193 368 | 50 000 | 33 335 CHF | 9 222 CHF | 96,74% | 96,74% |
12/08/2024 | 7,88% | 0,18 CHF | 0,19 CHF | 186 127 | 50 000 | 186 602 | 50 000 | 34 023 CHF | 9 865 CHF | 97,93% | 97,93% |
09/08/2024 | 7,37% | 0,18 CHF | 0,20 CHF | 186 166 | 50 000 | 191 922 | 50 000 | 33 162 CHF | 9 301 CHF | 99,97% | 99,97% |
08/08/2024 | 7,54% | 0,15 CHF | 0,16 CHF | 211 439 | 50 000 | 214 904 | 50 000 | 32 155 CHF | 8 069 CHF | 96,69% | 96,69% |
07/08/2024 | 7,52% | 0,17 CHF | 0,18 CHF | 199 072 | 50 000 | 202 970 | 50 000 | 34 303 CHF | 9 113 CHF | 100,00% | 100,00% |
06/08/2024 | 9,70% | 0,16 CHF | 0,18 CHF | 204 974 | 50 000 | 208 015 | 39 711 | 32 754 CHF | 6 840 CHF | 99,56% | 99,56% |
02/08/2024 | 20,32% | 0,16 CHF | 0,20 CHF | 196 679 | 10 000 | 187 826 | 10 000 | 33 269 CHF | 2 177 CHF | 95,59% | 95,59% |
31/07/2024 | 5,50% | 0,28 CHF | 0,29 CHF | 152 254 | 50 000 | 153 361 | 47 475 | 41 632 CHF | 13 650 CHF | 29,49% | 29,49% |