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 | 11,50% | 0,20 CHF | 0,23 CHF | 145 353 | 100 000 | 150 084 | 98 711 | 27 152 CHF | 20 094 CHF | 99,07% | 99,07% |
14/08/2024 | 10,16% | 0,16 CHF | 0,18 CHF | 165 658 | 100 000 | 156 091 | 97 570 | 27 125 CHF | 18 765 CHF | 98,83% | 98,83% |
13/08/2024 | 10,77% | 0,17 CHF | 0,19 CHF | 156 302 | 100 000 | 151 935 | 100 000 | 27 852 CHF | 20 463 CHF | 96,65% | 96,65% |
12/08/2024 | 12,91% | 0,21 CHF | 0,24 CHF | 144 532 | 75 000 | 141 367 | 75 000 | 30 446 CHF | 18 391 CHF | 100,00% | 100,00% |
09/08/2024 | 11,69% | 0,22 CHF | 0,25 CHF | 141 650 | 75 000 | 139 520 | 75 000 | 31 225 CHF | 18 878 CHF | 100,00% | 100,00% |
08/08/2024 | 12,45% | 0,24 CHF | 0,27 CHF | 135 493 | 75 000 | 125 653 | 69 854 | 27 515 CHF | 17 279 CHF | 91,48% | 91,48% |
07/08/2024 | 10,87% | 0,26 CHF | 0,29 CHF | 130 587 | 100 000 | 136 037 | 100 000 | 32 510 CHF | 26 664 CHF | 100,00% | 100,00% |
06/08/2024 | 14,01% | 0,22 CHF | 0,25 CHF | 142 652 | 75 000 | 141 304 | 64 685 | 28 879 CHF | 15 026 CHF | 99,30% | 99,30% |
02/08/2024 | 22,78% | 0,25 CHF | 0,32 CHF | 124 381 | 20 000 | 119 523 | 20 000 | 33 907 CHF | 7 142 CHF | 92,48% | 92,48% |
31/07/2024 | 8,05% | 0,39 CHF | 0,42 CHF | 108 302 | 75 000 | 108 311 | 71 609 | 42 074 CHF | 30 127 CHF | 30,67% | 30,67% |