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 | 37,22% | 0,04 CHF | 0,06 CHF | 443 809 | 100 000 | 483 062 | 98 711 | 18 477 CHF | 5 492 CHF | 99,06% | 99,06% |
14/08/2024 | 42,48% | 0,03 CHF | 0,05 CHF | 500 000 | 100 000 | 500 000 | 97 570 | 17 625 CHF | 5 256 CHF | 98,83% | 98,83% |
13/08/2024 | 40,74% | 0,03 CHF | 0,05 CHF | 500 000 | 100 000 | 480 672 | 100 000 | 18 022 CHF | 5 655 CHF | 96,65% | 96,65% |
12/08/2024 | 34,46% | 0,05 CHF | 0,07 CHF | 466 946 | 75 000 | 438 932 | 75 000 | 21 161 CHF | 5 120 CHF | 100,00% | 100,00% |
09/08/2024 | 30,85% | 0,05 CHF | 0,07 CHF | 459 162 | 75 000 | 444 531 | 75 000 | 22 399 CHF | 5 163 CHF | 100,00% | 100,00% |
08/08/2024 | 36,01% | 0,06 CHF | 0,08 CHF | 403 824 | 75 000 | 357 638 | 69 855 | 17 634 CHF | 4 881 CHF | 91,49% | 91,49% |
07/08/2024 | 28,20% | 0,06 CHF | 0,08 CHF | 364 004 | 100 000 | 407 848 | 100 000 | 23 215 CHF | 7 558 CHF | 100,00% | 100,00% |
06/08/2024 | 45,60% | 0,05 CHF | 0,07 CHF | 458 400 | 75 000 | 429 127 | 64 709 | 19 207 CHF | 4 532 CHF | 99,54% | 99,54% |
02/08/2024 | 66,57% | 0,05 CHF | 0,11 CHF | 326 884 | 20 000 | 309 463 | 20 000 | 19 493 CHF | 2 525 CHF | 92,50% | 92,50% |
31/07/2024 | 17,40% | 0,12 CHF | 0,14 CHF | 246 559 | 75 000 | 246 579 | 71 609 | 29 209 CHF | 10 076 CHF | 30,67% | 30,67% |