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 | 7,41% | 0,14 CHF | 0,15 CHF | 338 980 | 50 000 | 346 641 | 49 115 | 45 133 CHF | 6 891 CHF | 94,15% | 94,15% |
14/08/2024 | 7,98% | 0,13 CHF | 0,14 CHF | 343 661 | 50 000 | 348 232 | 48 324 | 41 879 CHF | 6 295 CHF | 98,67% | 98,67% |
13/08/2024 | 8,41% | 0,12 CHF | 0,13 CHF | 367 460 | 50 000 | 368 486 | 50 000 | 42 006 CHF | 6 205 CHF | 95,69% | 95,69% |
12/08/2024 | 7,87% | 0,12 CHF | 0,13 CHF | 342 905 | 50 000 | 341 800 | 50 000 | 41 802 CHF | 6 616 CHF | 100,00% | 100,00% |
09/08/2024 | 7,41% | 0,13 CHF | 0,14 CHF | 352 091 | 50 000 | 344 481 | 50 000 | 44 740 CHF | 6 994 CHF | 84,20% | 84,20% |
08/08/2024 | 7,93% | 0,12 CHF | 0,13 CHF | 354 092 | 50 000 | 356 667 | 50 000 | 43 240 CHF | 6 562 CHF | 97,81% | 97,81% |
07/08/2024 | 11,47% | 0,13 CHF | 0,14 CHF | 339 033 | 50 000 | 36 674 | 25 929 | 4 791 CHF | 3 772 CHF | 100,00% | 100,00% |
06/08/2024 | 8,87% | 0,12 CHF | 0,13 CHF | 387 821 | 50 000 | 376 329 | 37 692 | 44 951 CHF | 4 865 CHF | 99,34% | 99,34% |
02/08/2024 | 13,15% | 0,12 CHF | 0,14 CHF | 339 142 | 10 000 | 322 841 | 10 000 | 43 147 CHF | 1 525 CHF | 99,13% | 99,13% |
31/07/2024 | 5,60% | 0,17 CHF | 0,18 CHF | 279 531 | 25 000 | 278 824 | 24 663 | 48 454 CHF | 4 531 CHF | 30,66% | 30,66% |