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 | 57,33% | 0,04 CHF | 0,06 CHF | 296 310 | 25 000 | 327 292 | 24 812 | 9 787 CHF | 1 334 CHF | 98,36% | 98,36% |
14/08/2024 | 46,54% | 0,03 CHF | 0,06 CHF | 293 591 | 25 000 | 267 631 | 24 545 | 10 802 CHF | 1 590 CHF | 98,49% | 98,49% |
13/08/2024 | 41,87% | 0,04 CHF | 0,06 CHF | 277 262 | 25 000 | 263 378 | 25 000 | 11 809 CHF | 1 726 CHF | 97,10% | 97,10% |
12/08/2024 | 28,10% | 0,07 CHF | 0,09 CHF | 212 057 | 25 000 | 178 270 | 25 000 | 14 888 CHF | 2 799 CHF | 97,93% | 97,93% |
09/08/2024 | 23,84% | 0,10 CHF | 0,13 CHF | 164 337 | 25 000 | 169 188 | 25 000 | 15 959 CHF | 3 007 CHF | 99,58% | 99,58% |
08/08/2024 | 37,17% | 0,07 CHF | 0,10 CHF | 208 308 | 25 000 | 243 014 | 25 000 | 14 057 CHF | 2 139 CHF | 96,70% | 96,70% |
07/08/2024 | 24,49% | 0,09 CHF | 0,12 CHF | 182 406 | 25 000 | 176 457 | 25 000 | 17 428 CHF | 3 172 CHF | 100,00% | 100,00% |
06/08/2024 | 54,06% | 0,06 CHF | 0,08 CHF | 244 504 | 25 000 | 264 211 | 18 827 | 12 752 CHF | 1 550 CHF | 99,56% | 99,56% |
02/08/2024 | 41,30% | 0,11 CHF | 0,19 CHF | 147 050 | 5 000 | 122 452 | 5 000 | 20 024 CHF | 1 254 CHF | 78,28% | 78,28% |
31/07/2024 | 8,91% | 0,37 CHF | 0,40 CHF | 84 942 | 25 000 | 89 683 | 23 839 | 30 597 CHF | 8 971 CHF | 29,49% | 29,49% |