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 | 4,77% | 0,52 CHF | 0,54 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 12 118 CHF | 12 709 CHF | 75,38% | 75,38% |
14/08/2024 | 5,50% | 0,49 CHF | 0,51 CHF | 25 000 | 25 000 | 24 801 | 24 801 | 10 709 CHF | 11 302 CHF | 89,00% | 89,00% |
13/08/2024 | 6,60% | 0,37 CHF | 0,39 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 8 392 CHF | 8 963 CHF | 79,61% | 79,61% |
12/08/2024 | 3,79% | 0,27 CHF | 0,28 CHF | 113 398 | 50 000 | 113 714 | 50 000 | 30 834 CHF | 14 082 CHF | 100,00% | 100,00% |
09/08/2024 | 4,41% | 0,28 CHF | 0,29 CHF | 112 358 | 50 000 | 112 593 | 50 000 | 31 330 CHF | 14 543 CHF | 99,75% | 99,75% |
08/08/2024 | 4,53% | 0,27 CHF | 0,28 CHF | 113 626 | 50 000 | 114 323 | 50 000 | 28 143 CHF | 12 883 CHF | 92,70% | 92,70% |
07/08/2024 | 4,38% | 0,27 CHF | 0,28 CHF | 112 945 | 50 000 | 112 457 | 50 000 | 30 858 CHF | 14 338 CHF | 100,00% | 100,00% |
06/08/2024 | 6,37% | 0,26 CHF | 0,27 CHF | 112 711 | 50 000 | 112 865 | 39 742 | 28 694 CHF | 10 737 CHF | 99,35% | 99,35% |
02/08/2024 | 11,17% | 0,28 CHF | 0,31 CHF | 111 341 | 10 000 | 111 980 | 10 000 | 31 946 CHF | 3 190 CHF | 93,28% | 93,28% |
31/07/2024 | 4,13% | 0,34 CHF | 0,35 CHF | 110 307 | 50 000 | 110 500 | 47 459 | 37 110 CHF | 16 610 CHF | 30,67% | 30,67% |