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 | 17,27% | 0,07 CHF | 0,08 CHF | 197 979 | 75 000 | 198 459 | 73 950 | 10 953 CHF | 4 810 CHF | 99,18% | 99,18% |
14/08/2024 | 14,37% | 0,05 CHF | 0,06 CHF | 198 242 | 75 000 | 196 020 | 73 268 | 12 804 CHF | 5 512 CHF | 98,49% | 98,49% |
13/08/2024 | 15,73% | 0,06 CHF | 0,07 CHF | 196 458 | 75 000 | 197 537 | 75 000 | 11 688 CHF | 5 189 CHF | 96,31% | 96,31% |
12/08/2024 | 13,93% | 0,06 CHF | 0,07 CHF | 197 274 | 75 000 | 196 529 | 75 000 | 13 251 CHF | 5 810 CHF | 100,00% | 100,00% |
09/08/2024 | 16,18% | 0,05 CHF | 0,06 CHF | 197 727 | 75 000 | 197 624 | 75 000 | 11 298 CHF | 5 038 CHF | 100,00% | 100,00% |
08/08/2024 | 37,58% | 0,05 CHF | 0,06 CHF | 199 106 | 75 000 | 201 605 | 75 000 | 4 892 CHF | 2 572 CHF | 97,94% | 97,96% |
07/08/2024 | 18,69% | 0,05 CHF | 0,06 CHF | 199 049 | 75 000 | 198 165 | 75 000 | 9 678 CHF | 4 413 CHF | 100,00% | 100,00% |
06/08/2024 | 21,47% | 0,03 CHF | 0,04 CHF | 197 978 | 75 000 | 196 744 | 54 513 | 8 673 CHF | 2 718 CHF | 99,25% | 99,25% |
02/08/2024 | 12,57% | 0,10 CHF | 0,12 CHF | 190 135 | 20 000 | 189 922 | 20 000 | 21 917 CHF | 2 616 CHF | 98,83% | 98,83% |
31/07/2024 | 6,81% | 0,14 CHF | 0,15 CHF | 188 690 | 75 000 | 187 968 | 68 221 | 27 033 CHF | 10 456 CHF | 30,67% | 30,67% |