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 | 21,51% | 0,09 CHF | 0,11 CHF | 330 232 | 100 000 | 370 962 | 98 711 | 31 298 CHF | 10 365 CHF | 99,06% | 99,06% |
14/08/2024 | 21,96% | 0,08 CHF | 0,10 CHF | 394 964 | 100 000 | 369 210 | 97 570 | 29 698 CHF | 9 771 CHF | 98,83% | 98,83% |
13/08/2024 | 20,90% | 0,08 CHF | 0,10 CHF | 364 490 | 100 000 | 355 593 | 100 000 | 29 911 CHF | 10 384 CHF | 96,65% | 96,65% |
12/08/2024 | 18,48% | 0,10 CHF | 0,12 CHF | 341 918 | 75 000 | 328 324 | 75 000 | 32 251 CHF | 8 870 CHF | 100,00% | 100,00% |
09/08/2024 | 14,84% | 0,10 CHF | 0,12 CHF | 338 476 | 75 000 | 323 747 | 75 000 | 33 767 CHF | 9 086 CHF | 100,00% | 100,00% |
08/08/2024 | 19,00% | 0,11 CHF | 0,13 CHF | 318 872 | 75 000 | 281 552 | 69 854 | 28 541 CHF | 8 488 CHF | 91,49% | 91,49% |
07/08/2024 | 15,49% | 0,12 CHF | 0,14 CHF | 299 977 | 100 000 | 312 657 | 100 000 | 34 318 CHF | 12 833 CHF | 100,00% | 100,00% |
06/08/2024 | 23,99% | 0,10 CHF | 0,12 CHF | 337 788 | 75 000 | 324 323 | 64 711 | 30 775 CHF | 7 727 CHF | 99,56% | 99,56% |
02/08/2024 | 42,29% | 0,11 CHF | 0,17 CHF | 278 211 | 20 000 | 257 691 | 20 000 | 31 214 CHF | 3 730 CHF | 92,50% | 92,50% |
31/07/2024 | 12,69% | 0,19 CHF | 0,21 CHF | 218 804 | 75 000 | 218 723 | 71 609 | 39 643 CHF | 14 718 CHF | 30,67% | 30,67% |