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 | 7,45% | 0,37 CHF | 0,40 CHF | 114 269 | 25 000 | 113 214 | 24 890 | 43 313 CHF | 10 259 CHF | 94,82% | 94,82% |
14/08/2024 | 7,58% | 0,39 CHF | 0,42 CHF | 112 981 | 25 000 | 113 253 | 24 789 | 43 384 CHF | 10 242 CHF | 97,95% | 97,95% |
13/08/2024 | 7,61% | 0,38 CHF | 0,40 CHF | 114 345 | 25 000 | 116 602 | 25 000 | 42 714 CHF | 9 885 CHF | 96,54% | 96,54% |
12/08/2024 | 7,76% | 0,37 CHF | 0,40 CHF | 116 100 | 25 000 | 117 286 | 25 000 | 42 351 CHF | 9 757 CHF | 99,46% | 99,46% |
09/08/2024 | 7,79% | 0,37 CHF | 0,39 CHF | 116 766 | 25 000 | 119 545 | 25 000 | 41 399 CHF | 9 360 CHF | 100,00% | 100,00% |
08/08/2024 | 7,97% | 0,33 CHF | 0,36 CHF | 121 356 | 25 000 | 124 092 | 25 000 | 39 754 CHF | 8 678 CHF | 60,22% | 60,22% |
07/08/2024 | 7,76% | 0,33 CHF | 0,36 CHF | 122 101 | 25 000 | 123 789 | 25 000 | 39 768 CHF | 8 686 CHF | 99,89% | 99,89% |
06/08/2024 | 12,08% | 0,30 CHF | 0,33 CHF | 127 262 | 25 000 | 129 554 | 23 006 | 38 062 CHF | 7 603 CHF | 97,44% | 97,44% |
02/08/2024 | 22,86% | 0,32 CHF | 0,41 CHF | 118 985 | 7 500 | 119 441 | 7 500 | 39 000 CHF | 3 082 CHF | 99,04% | 99,04% |
31/07/2024 | 6,69% | 0,43 CHF | 0,46 CHF | 110 211 | 25 000 | 109 894 | 24 322 | 47 007 CHF | 11 121 CHF | 30,67% | 30,67% |