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 | - | 0,45 CHF | - CHF | 50 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 61,83% |
14/08/2024 | - | 0,50 CHF | - CHF | 100 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 53,12% |
13/08/2024 | 3,23% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 169 156 | 24 516 | 51 547 CHF | 7 750 CHF | 69,95% | 69,95% |
12/08/2024 | 2,94% | 0,32 CHF | 0,33 CHF | 160 000 | 50 000 | 154 546 | 37 129 | 51 881 CHF | 12 696 CHF | 31,50% | 31,50% |
09/08/2024 | 26,20% | 0,35 CHF | 0,41 CHF | 50 000 | 50 000 | 29 350 | 29 350 | 6 858 CHF | 8 449 CHF | 90,28% | 90,28% |
08/08/2024 | 48,95% | 0,25 CHF | 0,31 CHF | 50 000 | 50 000 | 24 685 | 24 685 | 3 503 CHF | 4 849 CHF | 37,32% | 37,32% |
07/08/2024 | 50,50% | 0,06 CHF | 0,11 CHF | 50 000 | 50 000 | 31 603 | 31 603 | 2 408 CHF | 4 062 CHF | 72,29% | 72,29% |
06/08/2024 | 36,63% | 0,09 CHF | 0,15 CHF | 50 000 | 50 000 | 29 898 | 29 898 | 3 614 CHF | 5 254 CHF | 97,73% | 97,73% |
02/08/2024 | 11,70% | 0,13 CHF | 0,19 CHF | 50 000 | 50 000 | 258 693 | 29 528 | 41 748 CHF | 5 185 CHF | 81,05% | 81,05% |
30/07/2024 | 7,18% | 0,08 CHF | 0,09 CHF | 500 000 | 50 000 | 374 049 | 28 742 | 50 342 CHF | 4 118 CHF | 97,82% | 97,82% |