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 | 8,69% | 0,26 CHF | 0,28 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 6 137 CHF | 6 694 CHF | 75,38% | 75,38% |
14/08/2024 | 10,89% | 0,25 CHF | 0,27 CHF | 25 000 | 25 000 | 24 565 | 24 565 | 4 951 CHF | 5 505 CHF | 88,45% | 88,45% |
13/08/2024 | 13,57% | 0,16 CHF | 0,18 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 3 594 CHF | 4 117 CHF | 84,68% | 84,68% |
12/08/2024 | 8,65% | 0,13 CHF | 0,14 CHF | 233 291 | 50 000 | 233 316 | 50 000 | 29 697 CHF | 6 938 CHF | 99,70% | 99,70% |
09/08/2024 | 7,51% | 0,13 CHF | 0,14 CHF | 222 613 | 50 000 | 224 290 | 50 000 | 29 772 CHF | 7 155 CHF | 66,36% | 66,36% |
08/08/2024 | 9,64% | 0,13 CHF | 0,14 CHF | 233 769 | 50 000 | 244 763 | 50 000 | 28 289 CHF | 6 371 CHF | 92,70% | 92,70% |
07/08/2024 | 9,34% | 0,13 CHF | 0,14 CHF | 224 173 | 50 000 | 226 692 | 50 000 | 29 334 CHF | 7 107 CHF | 97,34% | 97,34% |
06/08/2024 | 11,54% | 0,12 CHF | 0,13 CHF | 236 132 | 50 000 | 179 209 | 41 231 | 21 967 CHF | 5 604 CHF | 89,75% | 89,75% |
02/08/2024 | 25,20% | 0,11 CHF | 0,15 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 3 689 CHF | 1 582 CHF | 93,28% | 93,28% |
31/07/2024 | 8,59% | 0,16 CHF | 0,17 CHF | 197 847 | 50 000 | 187 022 | 47 381 | 29 262 CHF | 8 055 CHF | 29,74% | 29,74% |