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 | 5,10% | 0,49 CHF | 0,51 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 11 638 CHF | 12 245 CHF | 75,38% | 75,38% |
14/08/2024 | 5,29% | 0,47 CHF | 0,49 CHF | 25 000 | 25 000 | 24 808 | 24 808 | 10 310 CHF | 10 856 CHF | 92,43% | 92,43% |
13/08/2024 | 6,81% | 0,35 CHF | 0,37 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 7 907 CHF | 8 463 CHF | 79,61% | 79,61% |
12/08/2024 | 4,25% | 0,24 CHF | 0,25 CHF | 113 398 | 50 000 | 113 714 | 50 000 | 27 423 CHF | 12 582 CHF | 100,00% | 100,00% |
09/08/2024 | 5,42% | 0,25 CHF | 0,26 CHF | 112 358 | 50 000 | 112 632 | 50 000 | 27 961 CHF | 13 107 CHF | 99,75% | 99,75% |
08/08/2024 | 4,83% | 0,24 CHF | 0,25 CHF | 113 675 | 50 000 | 114 363 | 50 000 | 24 759 CHF | 11 363 CHF | 97,78% | 97,78% |
07/08/2024 | 4,12% | 0,24 CHF | 0,25 CHF | 112 945 | 50 000 | 112 449 | 50 000 | 27 716 CHF | 12 844 CHF | 98,25% | 98,25% |
06/08/2024 | 6,62% | 0,23 CHF | 0,24 CHF | 112 711 | 50 000 | 112 869 | 39 742 | 25 457 CHF | 9 544 CHF | 99,35% | 99,35% |
02/08/2024 | 12,55% | 0,25 CHF | 0,28 CHF | 111 341 | 10 000 | 111 975 | 10 000 | 28 585 CHF | 2 895 CHF | 93,28% | 93,28% |
31/07/2024 | 4,44% | 0,31 CHF | 0,32 CHF | 110 307 | 50 000 | 110 499 | 47 459 | 33 826 CHF | 15 187 CHF | 30,67% | 30,67% |