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 | 4,72% | 0,52 CHF | 0,55 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 12 415 CHF | 13 014 CHF | 75,38% | 75,38% |
14/08/2024 | 5,10% | 0,50 CHF | 0,52 CHF | 25 000 | 25 000 | 24 601 | 24 601 | 11 041 CHF | 11 609 CHF | 96,55% | 96,55% |
13/08/2024 | 6,44% | 0,38 CHF | 0,40 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 8 713 CHF | 9 292 CHF | 79,61% | 79,61% |
12/08/2024 | 3,80% | 0,27 CHF | 0,28 CHF | 113 560 | 50 000 | 113 774 | 50 000 | 30 960 CHF | 14 134 CHF | 100,00% | 100,00% |
09/08/2024 | 3,58% | 0,28 CHF | 0,29 CHF | 112 578 | 50 000 | 112 663 | 50 000 | 31 780 CHF | 14 620 CHF | 100,00% | 100,00% |
08/08/2024 | 4,99% | 0,27 CHF | 0,28 CHF | 113 675 | 50 000 | 114 454 | 50 000 | 28 336 CHF | 13 015 CHF | 92,52% | 92,52% |
07/08/2024 | 4,11% | 0,27 CHF | 0,29 CHF | 113 298 | 50 000 | 112 184 | 50 000 | 31 388 CHF | 14 579 CHF | 67,17% | 67,17% |
06/08/2024 | 5,70% | 0,26 CHF | 0,27 CHF | 112 711 | 50 000 | 112 860 | 39 742 | 28 993 CHF | 10 764 CHF | 99,35% | 99,35% |
02/08/2024 | 12,21% | 0,28 CHF | 0,31 CHF | 111 302 | 10 000 | 112 007 | 10 000 | 32 007 CHF | 3 229 CHF | 93,28% | 93,28% |
31/07/2024 | 3,82% | 0,34 CHF | 0,36 CHF | 110 200 | 50 000 | 110 487 | 47 459 | 37 338 CHF | 16 665 CHF | 30,67% | 30,67% |