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 | 7,58% | 0,29 CHF | 0,31 CHF | 110 206 | 50 000 | 111 028 | 49 598 | 30 493 CHF | 14 692 CHF | 98,36% | 98,36% |
14/08/2024 | 8,89% | 0,28 CHF | 0,30 CHF | 110 972 | 50 000 | 114 708 | 49 243 | 28 968 CHF | 13 588 CHF | 98,49% | 98,49% |
13/08/2024 | 8,43% | 0,23 CHF | 0,25 CHF | 120 878 | 50 000 | 120 615 | 50 000 | 27 454 CHF | 12 398 CHF | 96,74% | 96,74% |
12/08/2024 | 9,33% | 0,24 CHF | 0,26 CHF | 119 855 | 50 000 | 117 535 | 50 000 | 28 667 CHF | 13 390 CHF | 97,93% | 97,93% |
09/08/2024 | 7,33% | 0,25 CHF | 0,27 CHF | 118 023 | 50 000 | 121 204 | 50 000 | 27 932 CHF | 12 409 CHF | 99,99% | 99,99% |
08/08/2024 | 6,23% | 0,19 CHF | 0,20 CHF | 132 202 | 50 000 | 137 725 | 50 000 | 25 991 CHF | 10 044 CHF | 79,69% | 79,69% |
07/08/2024 | 6,08% | 0,22 CHF | 0,23 CHF | 130 278 | 50 000 | 131 572 | 50 000 | 28 326 CHF | 11 443 CHF | 100,00% | 100,00% |
06/08/2024 | 8,38% | 0,21 CHF | 0,22 CHF | 131 966 | 50 000 | 135 755 | 39 711 | 26 819 CHF | 8 457 CHF | 99,56% | 99,56% |
02/08/2024 | 16,16% | 0,21 CHF | 0,25 CHF | 132 660 | 10 000 | 126 142 | 10 000 | 29 452 CHF | 2 752 CHF | 95,60% | 95,60% |
31/07/2024 | 6,94% | 0,38 CHF | 0,40 CHF | 107 274 | 50 000 | 108 733 | 47 475 | 39 635 CHF | 18 590 CHF | 29,49% | 29,49% |