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 | 16,78% | 0,22 CHF | 0,26 CHF | 230 000 | 50 000 | 229 296 | 49 175 | 50 588 CHF | 12 831 CHF | 97,12% | 97,12% |
14/08/2024 | 14,30% | 0,23 CHF | 0,27 CHF | 220 000 | 50 000 | 215 034 | 48 678 | 50 471 CHF | 13 169 CHF | 96,06% | 96,06% |
13/08/2024 | 15,26% | 0,22 CHF | 0,26 CHF | 230 000 | 50 000 | 233 404 | 50 000 | 50 532 CHF | 12 617 CHF | 96,31% | 96,31% |
12/08/2024 | 16,71% | 0,21 CHF | 0,25 CHF | 240 000 | 50 000 | 236 604 | 50 000 | 50 467 CHF | 12 614 CHF | 100,00% | 100,00% |
09/08/2024 | 14,88% | 0,22 CHF | 0,26 CHF | 230 000 | 50 000 | 233 117 | 50 000 | 50 531 CHF | 12 586 CHF | 100,00% | 100,00% |
08/08/2024 | 14,52% | 0,24 CHF | 0,28 CHF | 210 000 | 50 000 | 205 155 | 50 000 | 50 260 CHF | 14 173 CHF | 97,96% | 97,96% |
07/08/2024 | 13,72% | 0,27 CHF | 0,30 CHF | 190 000 | 50 000 | 195 130 | 50 000 | 51 629 CHF | 15 194 CHF | 100,00% | 100,00% |
06/08/2024 | 20,58% | 0,26 CHF | 0,30 CHF | 200 000 | 50 000 | 208 873 | 35 055 | 50 357 CHF | 10 263 CHF | 81,63% | 81,63% |
02/08/2024 | 44,05% | 0,23 CHF | 0,37 CHF | 220 000 | 10 000 | 212 819 | 10 000 | 50 683 CHF | 3 732 CHF | 99,12% | 99,12% |
31/07/2024 | 14,35% | 0,34 CHF | 0,39 CHF | 150 000 | 25 000 | 148 327 | 24 492 | 51 458 CHF | 9 801 CHF | 30,66% | 30,66% |