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 | 14,72% | 0,07 CHF | 0,08 CHF | 344 354 | 50 000 | 358 823 | 49 115 | 22 711 CHF | 3 606 CHF | 94,15% | 94,15% |
14/08/2024 | 15,38% | 0,07 CHF | 0,08 CHF | 354 425 | 50 000 | 364 692 | 48 324 | 21 896 CHF | 3 385 CHF | 98,67% | 98,67% |
13/08/2024 | 18,24% | 0,05 CHF | 0,06 CHF | 381 989 | 50 000 | 407 333 | 50 000 | 20 440 CHF | 3 021 CHF | 95,71% | 95,71% |
12/08/2024 | 15,35% | 0,06 CHF | 0,07 CHF | 383 523 | 50 000 | 380 299 | 50 000 | 22 972 CHF | 3 528 CHF | 100,00% | 100,00% |
09/08/2024 | 13,97% | 0,07 CHF | 0,08 CHF | 355 235 | 50 000 | 350 557 | 50 000 | 23 446 CHF | 3 846 CHF | 84,20% | 84,20% |
08/08/2024 | 15,74% | 0,06 CHF | 0,07 CHF | 398 450 | 50 000 | 401 741 | 50 000 | 23 600 CHF | 3 436 CHF | 97,81% | 97,81% |
07/08/2024 | 20,27% | 0,07 CHF | 0,08 CHF | 333 546 | 50 000 | 36 596 | 25 940 | 2 523 CHF | 2 174 CHF | 98,89% | 98,89% |
06/08/2024 | 15,43% | 0,06 CHF | 0,07 CHF | 443 930 | 50 000 | 415 390 | 37 661 | 25 775 CHF | 2 685 CHF | 99,10% | 99,10% |
02/08/2024 | 20,73% | 0,07 CHF | 0,09 CHF | 293 827 | 10 000 | 285 591 | 10 000 | 22 561 CHF | 973 CHF | 98,81% | 98,81% |
31/07/2024 | 7,69% | 0,12 CHF | 0,13 CHF | 227 116 | 25 000 | 224 486 | 24 662 | 28 582 CHF | 3 390 CHF | 30,60% | 30,60% |