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 | 22,17% | 0,06 CHF | 0,09 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 2 222 CHF | 2 755 CHF | 75,38% | 75,38% |
14/08/2024 | 16,40% | 0,08 CHF | 0,11 CHF | 25 000 | 25 000 | 24 498 | 24 498 | 3 624 CHF | 4 156 CHF | 76,80% | 76,80% |
13/08/2024 | 8,51% | 0,20 CHF | 0,22 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 5 843 CHF | 6 358 CHF | 79,61% | 79,61% |
12/08/2024 | 3,21% | 0,32 CHF | 0,33 CHF | 113 398 | 50 000 | 113 799 | 50 000 | 36 285 CHF | 16 461 CHF | 100,00% | 100,00% |
09/08/2024 | 3,71% | 0,31 CHF | 0,32 CHF | 112 129 | 50 000 | 112 548 | 50 000 | 34 993 CHF | 16 129 CHF | 90,68% | 90,68% |
08/08/2024 | 3,29% | 0,32 CHF | 0,33 CHF | 113 517 | 50 000 | 114 347 | 50 000 | 39 316 CHF | 17 760 CHF | 92,70% | 92,70% |
07/08/2024 | 3,65% | 0,32 CHF | 0,33 CHF | 112 945 | 50 000 | 112 443 | 50 000 | 35 487 CHF | 16 366 CHF | 100,00% | 100,00% |
06/08/2024 | 4,57% | 0,33 CHF | 0,34 CHF | 112 480 | 50 000 | 112 781 | 39 742 | 37 406 CHF | 13 786 CHF | 99,34% | 99,34% |
02/08/2024 | 12,24% | 0,29 CHF | 0,33 CHF | 111 439 | 10 000 | 111 955 | 10 000 | 31 803 CHF | 3 211 CHF | 89,49% | 89,49% |
31/07/2024 | 5,44% | 0,25 CHF | 0,26 CHF | 110 200 | 50 000 | 110 544 | 47 460 | 28 274 CHF | 12 791 CHF | 30,67% | 30,67% |