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 | 4,97% | 0,52 CHF | 0,55 CHF | 99 610 | 25 000 | 102 023 | 24 811 | 50 255 CHF | 12 850 CHF | 98,00% | 98,00% |
14/08/2024 | 4,78% | 0,50 CHF | 0,53 CHF | 101 567 | 25 000 | 98 494 | 24 541 | 51 148 CHF | 13 368 CHF | 97,69% | 97,69% |
13/08/2024 | 4,18% | 0,56 CHF | 0,58 CHF | 95 084 | 25 000 | 96 648 | 25 000 | 51 183 CHF | 13 827 CHF | 71,32% | 71,32% |
12/08/2024 | 4,43% | 0,58 CHF | 0,60 CHF | 90 000 | 25 000 | 88 244 | 25 000 | 53 397 CHF | 15 823 CHF | 74,75% | 74,75% |
09/08/2024 | 4,18% | 0,63 CHF | 0,65 CHF | 89 600 | 25 000 | 85 677 | 25 000 | 53 218 CHF | 16 219 CHF | 69,63% | 69,63% |
08/08/2024 | 4,66% | 0,58 CHF | 0,61 CHF | 90 000 | 25 000 | 95 434 | 25 000 | 52 271 CHF | 14 368 CHF | 59,13% | 59,13% |
07/08/2024 | 3,84% | 0,61 CHF | 0,64 CHF | 90 000 | 25 000 | 82 583 | 25 000 | 52 220 CHF | 16 448 CHF | 93,84% | 93,84% |
06/08/2024 | 8,20% | 0,56 CHF | 0,58 CHF | 99 404 | 25 000 | 101 720 | 14 668 | 51 268 CHF | 8 010 CHF | 37,49% | 37,49% |
02/08/2024 | 10,70% | 0,65 CHF | 0,74 CHF | 80 000 | 5 000 | 72 507 | 5 000 | 53 373 CHF | 4 108 CHF | 78,61% | 78,61% |
31/07/2024 | 3,23% | 1,00 CHF | 1,02 CHF | 50 000 | 25 000 | 56 452 | 23 839 | 53 985 CHF | 23 659 CHF | 29,49% | 29,49% |