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 | 8,88% | 0,13 CHF | 0,17 CHF | 250 000 | 250 000 | 405 589 | 190 983 | 49 497 CHF | 25 737 CHF | 81,75% | 81,75% |
14/08/2024 | 9,52% | 0,10 CHF | 0,11 CHF | 500 000 | 250 000 | 499 995 | 200 925 | 49 998 CHF | 22 101 CHF | 74,13% | 74,13% |
13/08/2024 | 10,51% | 0,10 CHF | 0,11 CHF | 500 000 | 250 000 | 500 000 | 212 242 | 45 431 CHF | 21 583 CHF | 49,97% | 49,97% |
12/08/2024 | 9,54% | 0,10 CHF | 0,11 CHF | 500 000 | 250 000 | 499 684 | 196 419 | 49 867 CHF | 21 553 CHF | 88,42% | 88,42% |
09/08/2024 | 37,84% | 0,10 CHF | 0,14 CHF | 250 000 | 250 000 | 200 145 | 200 145 | 18 009 CHF | 26 212 CHF | 78,71% | 78,71% |
08/08/2024 | 52,46% | 0,08 CHF | 0,12 CHF | 250 000 | 250 000 | 200 081 | 200 081 | 13 660 CHF | 22 979 CHF | 91,20% | 91,20% |
07/08/2024 | 45,74% | 0,09 CHF | 0,13 CHF | 250 000 | 250 000 | 199 929 | 199 929 | 15 240 CHF | 24 095 CHF | 98,70% | 98,70% |
06/08/2024 | 50,01% | 0,07 CHF | 0,11 CHF | 250 000 | 250 000 | 201 185 | 201 185 | 12 343 CHF | 20 520 CHF | 77,90% | 77,90% |
02/08/2024 | 17,27% | 0,05 CHF | 0,09 CHF | 250 000 | 250 000 | 461 026 | 197 834 | 42 654 CHF | 20 684 CHF | 84,18% | 84,18% |
30/07/2024 | 18,15% | 0,10 CHF | 0,14 CHF | 250 000 | 250 000 | 498 592 | 177 097 | 25 216 CHF | 10 782 CHF | 40,83% | 40,83% |