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 | 30,23% | 0,06 CHF | 0,07 CHF | 490 291 | 100 000 | 495 938 | 98 711 | 25 133 CHF | 6 775 CHF | 99,07% | 99,07% |
14/08/2024 | 33,00% | 0,04 CHF | 0,06 CHF | 500 000 | 100 000 | 498 287 | 97 570 | 23 589 CHF | 6 425 CHF | 98,83% | 98,83% |
13/08/2024 | 31,38% | 0,05 CHF | 0,07 CHF | 500 000 | 100 000 | 493 163 | 100 000 | 24 999 CHF | 6 960 CHF | 96,65% | 96,65% |
12/08/2024 | 26,83% | 0,06 CHF | 0,08 CHF | 488 885 | 75 000 | 465 834 | 75 000 | 27 807 CHF | 5 871 CHF | 100,00% | 100,00% |
09/08/2024 | 27,59% | 0,06 CHF | 0,08 CHF | 485 642 | 75 000 | 461 192 | 75 000 | 27 911 CHF | 5 991 CHF | 100,00% | 100,00% |
08/08/2024 | 30,82% | 0,07 CHF | 0,09 CHF | 433 544 | 75 000 | 380 327 | 69 855 | 22 594 CHF | 5 587 CHF | 91,50% | 91,50% |
07/08/2024 | 25,33% | 0,07 CHF | 0,09 CHF | 433 535 | 100 000 | 439 747 | 100 000 | 29 182 CHF | 8 558 CHF | 100,00% | 100,00% |
06/08/2024 | 38,93% | 0,06 CHF | 0,08 CHF | 481 002 | 75 000 | 454 211 | 64 711 | 24 941 CHF | 5 195 CHF | 99,55% | 99,55% |
02/08/2024 | 62,68% | 0,06 CHF | 0,12 CHF | 363 625 | 20 000 | 338 986 | 20 000 | 23 519 CHF | 2 668 CHF | 92,50% | 92,50% |
31/07/2024 | 17,41% | 0,12 CHF | 0,14 CHF | 285 664 | 75 000 | 285 691 | 71 609 | 33 993 CHF | 10 119 CHF | 30,67% | 30,67% |