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 | 4,15% | 0,65 CHF | 0,67 CHF | 63 840 | 20 000 | 67 093 | 19 651 | 39 458 CHF | 12 053 CHF | 96,95% | 96,95% |
14/08/2024 | 4,50% | 0,61 CHF | 0,64 CHF | 65 402 | 20 000 | 59 921 | 18 264 | 32 525 CHF | 10 324 CHF | 71,13% | 71,13% |
13/08/2024 | 6,09% | 0,52 CHF | 0,55 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 5 209 CHF | 5 536 CHF | 73,34% | 73,34% |
12/08/2024 | 4,71% | 0,47 CHF | 0,49 CHF | 81 993 | 20 000 | 83 596 | 20 000 | 38 083 CHF | 9 553 CHF | 99,21% | 99,21% |
09/08/2024 | 5,22% | 0,43 CHF | 0,46 CHF | 85 930 | 20 000 | 85 927 | 20 000 | 37 311 CHF | 9 154 CHF | 99,99% | 99,99% |
08/08/2024 | 6,15% | 0,38 CHF | 0,40 CHF | 94 862 | 20 000 | 96 333 | 20 000 | 34 828 CHF | 7 691 CHF | 74,32% | 74,32% |
07/08/2024 | 7,04% | 0,43 CHF | 0,45 CHF | 86 176 | 20 000 | 12 873 | 10 379 | 5 422 CHF | 4 631 CHF | 97,63% | 97,63% |
06/08/2024 | 9,55% | 0,30 CHF | 0,32 CHF | 112 482 | 20 000 | 117 867 | 15 367 | 33 496 CHF | 4 811 CHF | 91,24% | 91,24% |
02/08/2024 | 20,25% | 0,25 CHF | 0,32 CHF | 118 291 | 5 000 | 107 355 | 5 000 | 32 471 CHF | 1 862 CHF | 75,04% | 75,04% |
31/07/2024 | 5,32% | 0,46 CHF | 0,48 CHF | 85 407 | 20 000 | 85 526 | 17 997 | 38 710 CHF | 8 574 CHF | 26,76% | 26,76% |