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 | 3,38% | 0,64 CHF | 0,67 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 15 495 CHF | 16 028 CHF | 75,38% | 75,38% |
14/08/2024 | 3,92% | 0,62 CHF | 0,64 CHF | 25 000 | 25 000 | 24 601 | 24 601 | 14 035 CHF | 14 589 CHF | 96,55% | 96,55% |
13/08/2024 | 4,25% | 0,50 CHF | 0,52 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 11 793 CHF | 12 304 CHF | 84,69% | 84,69% |
12/08/2024 | 2,65% | 0,41 CHF | 0,42 CHF | 113 651 | 50 000 | 113 601 | 50 000 | 46 400 CHF | 20 973 CHF | 50,27% | 50,27% |
09/08/2024 | 2,58% | 0,42 CHF | 0,43 CHF | 112 392 | 50 000 | 112 660 | 50 000 | 46 524 CHF | 21 190 CHF | 100,00% | 100,00% |
08/08/2024 | 3,33% | 0,40 CHF | 0,41 CHF | 113 939 | 50 000 | 114 376 | 50 000 | 43 487 CHF | 19 658 CHF | 85,98% | 85,98% |
07/08/2024 | 2,57% | 0,41 CHF | 0,42 CHF | 113 372 | 50 000 | 112 231 | 50 000 | 46 365 CHF | 21 195 CHF | 65,73% | 65,73% |
06/08/2024 | 4,23% | 0,39 CHF | 0,40 CHF | 112 580 | 50 000 | 112 771 | 38 691 | 43 940 CHF | 15 688 CHF | 90,11% | 90,11% |
02/08/2024 | 8,47% | 0,41 CHF | 0,45 CHF | 111 439 | 10 000 | 111 955 | 10 000 | 46 896 CHF | 4 559 CHF | 89,49% | 89,49% |
31/07/2024 | 3,02% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 110 002 | 47 823 | 51 692 CHF | 23 171 CHF | 30,18% | 30,18% |