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 | 12,80% | 0,09 CHF | 0,10 CHF | 352 467 | 25 000 | 383 211 | 24 738 | 28 419 CHF | 2 087 CHF | 99,19% | 99,19% |
14/08/2024 | 13,99% | 0,07 CHF | 0,08 CHF | 381 288 | 25 000 | 381 577 | 24 531 | 26 699 CHF | 1 976 CHF | 98,57% | 98,57% |
13/08/2024 | 11,82% | 0,08 CHF | 0,09 CHF | 387 071 | 25 000 | 353 173 | 25 000 | 28 198 CHF | 2 257 CHF | 95,83% | 95,83% |
12/08/2024 | 10,14% | 0,10 CHF | 0,11 CHF | 332 286 | 25 000 | 327 736 | 25 000 | 30 803 CHF | 2 604 CHF | 100,00% | 100,00% |
09/08/2024 | 9,46% | 0,09 CHF | 0,10 CHF | 317 982 | 25 000 | 306 543 | 25 000 | 30 947 CHF | 2 777 CHF | 100,00% | 100,00% |
08/08/2024 | 10,27% | 0,10 CHF | 0,11 CHF | 320 377 | 25 000 | 338 920 | 25 000 | 31 381 CHF | 2 568 CHF | 97,81% | 97,81% |
07/08/2024 | 10,48% | 0,09 CHF | 0,10 CHF | 345 579 | 25 000 | 320 436 | 25 000 | 29 003 CHF | 2 517 CHF | 97,94% | 97,94% |
06/08/2024 | 13,52% | 0,10 CHF | 0,11 CHF | 322 521 | 25 000 | 333 380 | 18 853 | 29 837 CHF | 1 939 CHF | 94,65% | 94,65% |
02/08/2024 | 28,88% | 0,09 CHF | 0,11 CHF | 333 331 | 5 000 | 347 923 | 5 000 | 28 628 CHF | 551 CHF | 91,74% | 91,74% |
30/07/2024 | 8,78% | 0,11 CHF | 0,12 CHF | 304 086 | 25 000 | 304 011 | 25 000 | 33 122 CHF | 2 974 CHF | 96,79% | 96,79% |