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 | 10,13% | 0,10 CHF | 0,11 CHF | 398 395 | 50 000 | 400 716 | 49 487 | 38 385 CHF | 5 243 CHF | 99,06% | 99,06% |
14/08/2024 | 10,66% | 0,09 CHF | 0,10 CHF | 423 934 | 50 000 | 428 945 | 48 917 | 38 555 CHF | 4 892 CHF | 98,83% | 98,83% |
13/08/2024 | 11,50% | 0,08 CHF | 0,09 CHF | 436 976 | 50 000 | 450 847 | 50 000 | 36 985 CHF | 4 605 CHF | 96,65% | 96,65% |
12/08/2024 | 12,24% | 0,07 CHF | 0,08 CHF | 478 973 | 50 000 | 481 423 | 50 000 | 37 060 CHF | 4 348 CHF | 100,00% | 100,00% |
09/08/2024 | 12,34% | 0,08 CHF | 0,09 CHF | 489 029 | 50 000 | 488 179 | 50 000 | 37 270 CHF | 4 318 CHF | 100,00% | 100,00% |
08/08/2024 | 16,06% | 0,07 CHF | 0,08 CHF | 500 000 | 50 000 | 439 049 | 46 792 | 27 435 CHF | 3 416 CHF | 97,83% | 97,83% |
07/08/2024 | 14,30% | 0,07 CHF | 0,08 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 32 713 CHF | 3 771 CHF | 100,00% | 100,00% |
06/08/2024 | 21,15% | 0,05 CHF | 0,06 CHF | 500 000 | 50 000 | 500 000 | 39 710 | 24 558 CHF | 2 394 CHF | 99,56% | 99,56% |
02/08/2024 | 37,90% | 0,06 CHF | 0,08 CHF | 500 000 | 10 000 | 493 918 | 10 000 | 29 893 CHF | 889 CHF | 99,11% | 99,11% |
31/07/2024 | 10,84% | 0,10 CHF | 0,11 CHF | 394 701 | 50 000 | 398 157 | 46 611 | 39 006 CHF | 5 087 CHF | 30,66% | 30,66% |