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 | 9,32% | 0,21 CHF | 0,23 CHF | 252 706 | 50 000 | 256 728 | 49 470 | 49 045 CHF | 10 377 CHF | 95,92% | 95,92% |
14/08/2024 | 7,66% | 0,21 CHF | 0,22 CHF | 240 000 | 50 000 | 234 601 | 49 332 | 50 256 CHF | 11 408 CHF | 71,90% | 71,90% |
13/08/2024 | 8,89% | 0,21 CHF | 0,23 CHF | 240 000 | 50 000 | 242 958 | 50 000 | 49 568 CHF | 11 176 CHF | 69,09% | 69,09% |
12/08/2024 | 5,73% | 0,21 CHF | 0,23 CHF | 240 000 | 50 000 | 229 121 | 50 000 | 50 565 CHF | 11 697 CHF | 79,61% | 79,61% |
09/08/2024 | 8,45% | 0,21 CHF | 0,22 CHF | 240 000 | 50 000 | 242 727 | 50 000 | 50 073 CHF | 11 237 CHF | 87,43% | 87,43% |
08/08/2024 | 10,68% | 0,21 CHF | 0,22 CHF | 250 000 | 50 000 | 112 914 | 35 258 | 23 517 CHF | 8 147 CHF | 21,25% | 21,25% |
07/08/2024 | 6,57% | 0,24 CHF | 0,26 CHF | 210 000 | 50 000 | 189 619 | 50 000 | 50 800 CHF | 14 338 CHF | 92,76% | 92,76% |
06/08/2024 | 9,74% | 0,25 CHF | 0,27 CHF | 200 000 | 50 000 | 194 464 | 39 897 | 51 213 CHF | 11 462 CHF | 98,31% | 98,31% |
02/08/2024 | 18,40% | 0,36 CHF | 0,44 CHF | 140 000 | 10 000 | 141 764 | 10 000 | 50 916 CHF | 4 321 CHF | 99,11% | 99,11% |
31/07/2024 | 7,85% | 0,40 CHF | 0,43 CHF | 130 000 | 50 000 | 131 410 | 45 593 | 51 614 CHF | 19 381 CHF | 30,67% | 30,67% |