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 | 7,00% | 0,32 CHF | 0,34 CHF | 25 000 | 25 000 | 24 743 | 24 743 | 7 090 CHF | 7 599 CHF | 99,06% | 99,06% |
14/08/2024 | 7,37% | 0,31 CHF | 0,34 CHF | 25 000 | 25 000 | 24 456 | 24 456 | 6 891 CHF | 7 409 CHF | 98,33% | 98,33% |
13/08/2024 | 22,86% | 0,27 CHF | 0,34 CHF | 1 250 | 1 250 | 1 250 | 1 250 | 314 CHF | 395 CHF | 96,56% | 96,56% |
12/08/2024 | 1,51% | 0,68 CHF | 0,69 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 54 582 CHF | 34 632 CHF | 100,00% | 100,00% |
09/08/2024 | 1,55% | 0,68 CHF | 0,69 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 53 647 CHF | 34 054 CHF | 100,00% | 100,00% |
08/08/2024 | 1,90% | 0,66 CHF | 0,67 CHF | 80 000 | 50 000 | 79 576 | 46 793 | 48 665 CHF | 29 182 CHF | 97,83% | 97,83% |
07/08/2024 | 1,59% | 0,66 CHF | 0,67 CHF | 80 000 | 50 000 | 80 489 | 50 000 | 52 698 CHF | 33 272 CHF | 99,98% | 99,98% |
06/08/2024 | 2,72% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 96 948 | 37 672 | 53 474 CHF | 21 379 CHF | 83,09% | 83,09% |
02/08/2024 | 5,27% | 0,58 CHF | 0,62 CHF | 90 000 | 10 000 | 90 000 | 10 000 | 53 629 CHF | 6 281 CHF | 98,41% | 98,41% |
31/07/2024 | 1,76% | 0,66 CHF | 0,67 CHF | 80 000 | 50 000 | 80 000 | 46 609 | 52 967 CHF | 31 414 CHF | 30,67% | 30,67% |