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 | 10,81% | 0,32 CHF | 0,36 CHF | 100 227 | 25 000 | 99 154 | 24 890 | 33 201 CHF | 9 284 CHF | 94,81% | 94,81% |
14/08/2024 | 11,25% | 0,34 CHF | 0,38 CHF | 99 350 | 25 000 | 100 290 | 24 789 | 33 835 CHF | 9 358 CHF | 97,95% | 97,95% |
13/08/2024 | 11,32% | 0,33 CHF | 0,37 CHF | 101 827 | 25 000 | 103 396 | 25 000 | 32 707 CHF | 8 860 CHF | 97,07% | 97,07% |
12/08/2024 | 11,67% | 0,32 CHF | 0,36 CHF | 103 086 | 25 000 | 104 112 | 25 000 | 32 292 CHF | 8 715 CHF | 99,46% | 99,46% |
09/08/2024 | 11,38% | 0,32 CHF | 0,35 CHF | 103 850 | 25 000 | 106 556 | 25 000 | 31 382 CHF | 8 253 CHF | 100,00% | 100,00% |
08/08/2024 | 10,96% | 0,28 CHF | 0,32 CHF | 107 709 | 25 000 | 110 179 | 25 000 | 29 069 CHF | 7 367 CHF | 60,22% | 60,22% |
07/08/2024 | 10,85% | 0,28 CHF | 0,32 CHF | 105 903 | 25 000 | 110 240 | 25 000 | 29 422 CHF | 7 452 CHF | 99,28% | 99,28% |
06/08/2024 | 14,29% | 0,25 CHF | 0,27 CHF | 115 064 | 25 000 | 116 661 | 23 119 | 27 437 CHF | 6 254 CHF | 93,90% | 93,90% |
02/08/2024 | 29,42% | 0,27 CHF | 0,37 CHF | 107 742 | 7 500 | 107 694 | 7 500 | 29 744 CHF | 2 787 CHF | 97,84% | 97,84% |
31/07/2024 | 10,72% | 0,38 CHF | 0,42 CHF | 98 841 | 25 000 | 98 837 | 24 518 | 37 534 CHF | 10 364 CHF | 24,76% | 24,76% |