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 | 4,52% | 0,24 CHF | 0,25 CHF | 141 840 | 75 000 | 144 069 | 73 903 | 32 404 CHF | 17 394 CHF | 94,94% | 94,94% |
14/08/2024 | 5,01% | 0,22 CHF | 0,23 CHF | 148 512 | 75 000 | 149 198 | 73 392 | 32 399 CHF | 16 747 CHF | 89,87% | 89,87% |
13/08/2024 | 5,25% | 0,21 CHF | 0,22 CHF | 156 769 | 75 000 | 161 428 | 75 000 | 31 707 CHF | 15 533 CHF | 91,36% | 91,36% |
12/08/2024 | 4,67% | 0,21 CHF | 0,22 CHF | 159 136 | 75 000 | 155 489 | 75 000 | 33 145 CHF | 16 763 CHF | 97,67% | 97,67% |
09/08/2024 | 5,46% | 0,18 CHF | 0,19 CHF | 173 263 | 75 000 | 173 129 | 75 000 | 31 512 CHF | 14 419 CHF | 99,57% | 99,57% |
08/08/2024 | 5,59% | 0,18 CHF | 0,19 CHF | 168 501 | 75 000 | 165 393 | 75 000 | 31 275 CHF | 15 004 CHF | 97,84% | 97,84% |
07/08/2024 | 4,69% | 0,22 CHF | 0,23 CHF | 150 707 | 75 000 | 147 354 | 75 000 | 32 508 CHF | 17 348 CHF | 92,94% | 92,94% |
06/08/2024 | 11,04% | 0,21 CHF | 0,23 CHF | 37 500 | 37 500 | 27 567 | 27 567 | 5 904 CHF | 6 525 CHF | 81,40% | 81,40% |
02/08/2024 | 15,24% | 0,24 CHF | 0,29 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 2 662 CHF | 3 099 CHF | 97,78% | 97,78% |
31/07/2024 | 6,02% | 0,37 CHF | 0,40 CHF | 37 500 | 37 500 | 34 533 | 34 533 | 12 933 CHF | 13 720 CHF | 30,67% | 30,67% |