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 | 11,76% | 0,08 CHF | 0,09 CHF | 432 544 | 50 000 | 415 787 | 49 863 | 33 263 CHF | 4 488 CHF | 98,38% | 98,38% |
14/08/2024 | 11,59% | 0,08 CHF | 0,09 CHF | 422 414 | 50 000 | 407 765 | 49 506 | 33 189 CHF | 4 528 CHF | 98,49% | 98,49% |
13/08/2024 | 12,75% | 0,08 CHF | 0,09 CHF | 447 314 | 50 000 | 448 287 | 50 000 | 33 054 CHF | 4 187 CHF | 96,74% | 96,74% |
12/08/2024 | 12,19% | 0,08 CHF | 0,09 CHF | 453 356 | 50 000 | 443 281 | 50 000 | 34 295 CHF | 4 373 CHF | 100,00% | 100,00% |
09/08/2024 | 11,75% | 0,08 CHF | 0,09 CHF | 407 198 | 50 000 | 420 194 | 50 000 | 33 664 CHF | 4 506 CHF | 100,00% | 100,00% |
08/08/2024 | 12,37% | 0,08 CHF | 0,09 CHF | 438 488 | 50 000 | 438 080 | 50 000 | 33 355 CHF | 4 307 CHF | 96,70% | 96,70% |
07/08/2024 | 11,47% | 0,09 CHF | 0,10 CHF | 404 297 | 75 000 | 420 811 | 75 000 | 34 655 CHF | 6 938 CHF | 100,00% | 100,00% |
06/08/2024 | 29,89% | 0,07 CHF | 0,09 CHF | 25 000 | 25 000 | 19 820 | 19 820 | 1 339 CHF | 1 774 CHF | 98,15% | 98,15% |
02/08/2024 | 17,83% | 0,15 CHF | 0,18 CHF | 269 864 | 10 000 | 271 309 | 10 000 | 40 315 CHF | 1 778 CHF | 98,53% | 98,53% |
31/07/2024 | 6,05% | 0,16 CHF | 0,17 CHF | 261 489 | 50 000 | 257 029 | 48 289 | 43 042 CHF | 8 584 CHF | 29,57% | 29,57% |