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 | 12,15% | 0,09 CHF | 0,10 CHF | 249 350 | 50 000 | 243 064 | 49 597 | 21 609 CHF | 4 978 CHF | 98,37% | 98,37% |
14/08/2024 | 12,51% | 0,08 CHF | 0,10 CHF | 246 579 | 50 000 | 201 728 | 45 671 | 18 817 CHF | 4 926 CHF | 97,59% | 97,59% |
13/08/2024 | 8,71% | 0,13 CHF | 0,14 CHF | 189 420 | 50 000 | 199 443 | 50 000 | 23 864 CHF | 6 539 CHF | 96,74% | 96,74% |
12/08/2024 | 8,45% | 0,13 CHF | 0,15 CHF | 178 420 | 50 000 | 180 360 | 50 000 | 24 648 CHF | 7 434 CHF | 100,00% | 100,00% |
09/08/2024 | 7,36% | 0,13 CHF | 0,14 CHF | 178 695 | 50 000 | 173 832 | 50 000 | 24 046 CHF | 7 450 CHF | 99,56% | 99,56% |
08/08/2024 | 7,94% | 0,15 CHF | 0,16 CHF | 161 997 | 50 000 | 171 846 | 50 000 | 24 386 CHF | 7 686 CHF | 96,70% | 96,70% |
07/08/2024 | 7,58% | 0,15 CHF | 0,16 CHF | 163 534 | 50 000 | 175 412 | 50 000 | 24 810 CHF | 7 640 CHF | 100,00% | 100,00% |
06/08/2024 | 11,43% | 0,14 CHF | 0,15 CHF | 179 418 | 50 000 | 185 904 | 39 710 | 23 564 CHF | 5 644 CHF | 99,56% | 99,56% |
02/08/2024 | 21,99% | 0,17 CHF | 0,20 CHF | 144 670 | 10 000 | 163 575 | 10 000 | 24 152 CHF | 1 846 CHF | 95,62% | 95,62% |
31/07/2024 | 7,23% | 0,16 CHF | 0,18 CHF | 159 230 | 50 000 | 158 721 | 47 408 | 26 588 CHF | 8 533 CHF | 29,57% | 29,57% |