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 | 13,39% | 0,07 CHF | 0,08 CHF | 500 000 | 100 000 | 500 000 | 98 951 | 35 605 CHF | 8 048 CHF | 99,18% | 99,18% |
14/08/2024 | 13,66% | 0,07 CHF | 0,08 CHF | 500 000 | 100 000 | 500 000 | 98 268 | 35 000 CHF | 7 878 CHF | 98,49% | 98,49% |
13/08/2024 | 13,79% | 0,07 CHF | 0,08 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 33 896 CHF | 7 779 CHF | 94,97% | 94,97% |
12/08/2024 | 12,92% | 0,07 CHF | 0,08 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 36 327 CHF | 8 265 CHF | 96,84% | 96,84% |
09/08/2024 | 11,34% | 0,08 CHF | 0,09 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 41 812 CHF | 9 362 CHF | 99,89% | 99,89% |
08/08/2024 | 12,07% | 0,08 CHF | 0,09 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 39 031 CHF | 8 806 CHF | 97,33% | 97,33% |
07/08/2024 | 13,20% | 0,09 CHF | 0,10 CHF | 500 000 | 100 000 | 418 480 | 90 942 | 34 976 CHF | 8 503 CHF | 99,24% | 99,24% |
06/08/2024 | 30,64% | 0,06 CHF | 0,08 CHF | 50 000 | 50 000 | 39 623 | 39 623 | 2 322 CHF | 3 117 CHF | 97,97% | 97,97% |
02/08/2024 | 33,87% | 0,07 CHF | 0,10 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 1 025 CHF | 1 441 CHF | 82,61% | 82,61% |
31/07/2024 | 15,26% | 0,11 CHF | 0,13 CHF | 50 000 | 50 000 | 46 965 | 46 965 | 5 127 CHF | 5 936 CHF | 19,03% | 19,03% |