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 | 9,02% | 0,20 CHF | 0,22 CHF | 146 830 | 50 000 | 146 831 | 49 597 | 28 087 CHF | 10 377 CHF | 98,36% | 98,36% |
14/08/2024 | 8,30% | 0,18 CHF | 0,20 CHF | 147 047 | 50 000 | 147 235 | 48 978 | 26 449 CHF | 9 548 CHF | 98,49% | 98,49% |
13/08/2024 | 9,75% | 0,17 CHF | 0,18 CHF | 148 722 | 50 000 | 149 291 | 50 000 | 24 039 CHF | 8 875 CHF | 97,10% | 97,10% |
12/08/2024 | 11,14% | 0,17 CHF | 0,18 CHF | 149 066 | 50 000 | 150 071 | 50 000 | 23 204 CHF | 8 642 CHF | 97,93% | 97,93% |
09/08/2024 | 11,27% | 0,15 CHF | 0,17 CHF | 149 646 | 50 000 | 149 494 | 50 000 | 23 171 CHF | 8 673 CHF | 100,00% | 100,00% |
08/08/2024 | 13,07% | 0,15 CHF | 0,17 CHF | 149 601 | 50 000 | 150 501 | 50 000 | 20 163 CHF | 7 628 CHF | 96,69% | 96,69% |
07/08/2024 | 10,24% | 0,17 CHF | 0,19 CHF | 147 982 | 50 000 | 150 704 | 50 000 | 20 371 CHF | 7 493 CHF | 100,00% | 100,00% |
06/08/2024 | 19,18% | 0,13 CHF | 0,14 CHF | 149 817 | 50 000 | 150 954 | 39 710 | 17 281 CHF | 5 449 CHF | 99,56% | 99,56% |
02/08/2024 | 34,32% | 0,10 CHF | 0,16 CHF | 151 622 | 10 000 | 150 650 | 10 000 | 19 810 CHF | 1 856 CHF | 95,01% | 95,01% |
31/07/2024 | 9,28% | 0,22 CHF | 0,24 CHF | 146 854 | 50 000 | 146 820 | 47 475 | 31 764 CHF | 11 285 CHF | 29,49% | 29,49% |