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 | 13,56% | 0,15 CHF | 0,17 CHF | 340 000 | 50 000 | 348 608 | 49 586 | 50 735 CHF | 8 273 CHF | 95,77% | 95,77% |
14/08/2024 | 14,26% | 0,14 CHF | 0,17 CHF | 360 000 | 50 000 | 366 399 | 49 182 | 50 584 CHF | 7 849 CHF | 91,19% | 91,19% |
13/08/2024 | 14,78% | 0,14 CHF | 0,16 CHF | 360 000 | 50 000 | 387 935 | 50 000 | 50 563 CHF | 7 583 CHF | 88,11% | 88,11% |
12/08/2024 | 14,00% | 0,14 CHF | 0,17 CHF | 360 000 | 50 000 | 347 387 | 50 000 | 50 711 CHF | 8 413 CHF | 84,34% | 84,34% |
09/08/2024 | 12,35% | 0,16 CHF | 0,18 CHF | 320 000 | 50 000 | 319 833 | 50 000 | 51 188 CHF | 9 058 CHF | 84,72% | 84,72% |
08/08/2024 | 15,05% | 0,15 CHF | 0,17 CHF | 340 000 | 50 000 | 389 472 | 50 000 | 50 576 CHF | 7 583 CHF | 93,89% | 93,89% |
07/08/2024 | 12,85% | 0,15 CHF | 0,17 CHF | 340 000 | 50 000 | 342 878 | 50 000 | 50 883 CHF | 8 453 CHF | 94,59% | 94,59% |
06/08/2024 | 21,70% | 0,13 CHF | 0,15 CHF | 390 000 | 50 000 | 448 675 | 41 310 | 50 345 CHF | 5 742 CHF | 74,16% | 74,16% |
02/08/2024 | 38,00% | 0,13 CHF | 0,19 CHF | 390 000 | 10 000 | 369 363 | 10 000 | 50 661 CHF | 2 021 CHF | 78,71% | 78,71% |
30/07/2024 | 10,85% | 0,18 CHF | 0,20 CHF | 280 000 | 50 000 | 277 026 | 50 000 | 50 908 CHF | 10 267 CHF | 96,72% | 96,72% |