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 | 69,00% | 0,01 CHF | 0,02 CHF | 398 236 | 50 000 | 413 820 | 49 734 | 4 139 CHF | 1 030 CHF | 97,83% | 98,38% |
14/08/2024 | 64,56% | 0,01 CHF | 0,02 CHF | 393 055 | 50 000 | 341 483 | 46 055 | 4 188 CHF | 1 183 CHF | 96,88% | 98,49% |
13/08/2024 | 29,94% | 0,03 CHF | 0,05 CHF | 245 421 | 50 000 | 278 540 | 50 000 | 8 436 CHF | 2 059 CHF | 96,74% | 96,74% |
12/08/2024 | 20,34% | 0,04 CHF | 0,05 CHF | 209 404 | 50 000 | 209 678 | 50 000 | 9 691 CHF | 2 823 CHF | 100,00% | 100,00% |
09/08/2024 | 21,27% | 0,04 CHF | 0,05 CHF | 206 674 | 50 000 | 191 040 | 50 000 | 9 040 CHF | 2 942 CHF | 99,56% | 99,56% |
08/08/2024 | 19,03% | 0,06 CHF | 0,07 CHF | 166 769 | 50 000 | 185 003 | 50 000 | 9 780 CHF | 3 205 CHF | 96,70% | 96,70% |
07/08/2024 | 18,26% | 0,07 CHF | 0,08 CHF | 167 458 | 50 000 | 192 936 | 50 000 | 10 459 CHF | 3 285 CHF | 100,00% | 100,00% |
06/08/2024 | 38,71% | 0,05 CHF | 0,06 CHF | 190 255 | 50 000 | 221 893 | 39 710 | 8 531 CHF | 2 235 CHF | 99,56% | 99,56% |
02/08/2024 | 45,96% | 0,08 CHF | 0,12 CHF | 130 364 | 10 000 | 162 195 | 10 000 | 9 859 CHF | 978 CHF | 95,61% | 95,61% |
31/07/2024 | 13,43% | 0,08 CHF | 0,09 CHF | 148 638 | 50 000 | 149 838 | 47 408 | 12 010 CHF | 4 329 CHF | 29,57% | 29,57% |