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 | 17,22% | 0,07 CHF | 0,08 CHF | 500 000 | 75 000 | 500 000 | 74 200 | 27 248 CHF | 4 792 CHF | 91,59% | 91,59% |
14/08/2024 | 20,05% | 0,05 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 73 577 | 23 071 CHF | 4 138 CHF | 93,48% | 93,48% |
13/08/2024 | 22,79% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 19 552 CHF | 3 683 CHF | 90,09% | 90,09% |
12/08/2024 | 23,47% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 19 017 CHF | 3 603 CHF | 100,00% | 100,00% |
09/08/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 20 000 CHF | 3 750 CHF | 99,48% | 99,48% |
08/08/2024 | 39,11% | 0,03 CHF | 0,04 CHF | 500 000 | 75 000 | 439 433 | 70 089 | 10 198 CHF | 2 361 CHF | 95,86% | 95,86% |
07/08/2024 | 31,05% | 0,03 CHF | 0,04 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 13 916 CHF | 2 837 CHF | 98,24% | 98,24% |
06/08/2024 | 66,54% | 0,06 CHF | 0,07 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 10 000 CHF | 1 998 CHF | 5,46% | 5,46% |
02/08/2024 | 61,68% | 0,02 CHF | 0,05 CHF | 500 000 | 20 000 | 500 000 | 20 000 | 15 393 CHF | 1 142 CHF | 85,36% | 85,36% |
31/07/2024 | 14,03% | 0,06 CHF | 0,07 CHF | 500 000 | 75 000 | 500 000 | 70 768 | 34 447 CHF | 5 598 CHF | 30,66% | 30,66% |