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 | 43,68% | 0,03 CHF | 0,05 CHF | 364 155 | 75 000 | 374 954 | 74 598 | 11 920 CHF | 3 701 CHF | 98,36% | 98,36% |
14/08/2024 | 48,30% | 0,03 CHF | 0,05 CHF | 362 006 | 75 000 | 369 211 | 73 978 | 11 360 CHF | 3 713 CHF | 98,49% | 98,49% |
13/08/2024 | 39,92% | 0,04 CHF | 0,06 CHF | 322 720 | 75 000 | 409 102 | 75 000 | 12 826 CHF | 3 553 CHF | 97,10% | 97,10% |
12/08/2024 | 78,92% | 0,02 CHF | 0,04 CHF | 500 000 | 75 000 | 498 553 | 74 958 | 6 437 CHF | 2 182 CHF | 92,01% | 92,01% |
09/08/2024 | 30,04% | 0,04 CHF | 0,05 CHF | 345 428 | 75 000 | 334 971 | 74 960 | 14 881 CHF | 4 518 CHF | 100,00% | 100,00% |
08/08/2024 | 57,65% | 0,02 CHF | 0,04 CHF | 463 225 | 75 000 | 471 991 | 75 000 | 10 038 CHF | 2 885 CHF | 96,70% | 96,70% |
07/08/2024 | 61,46% | 0,03 CHF | 0,05 CHF | 416 021 | 75 000 | 487 843 | 75 000 | 10 510 CHF | 3 044 CHF | 100,00% | 100,00% |
06/08/2024 | 90,79% | 0,02 CHF | 0,03 CHF | 500 000 | 75 000 | 497 643 | 64 711 | 6 473 CHF | 2 166 CHF | 99,56% | 99,56% |
02/08/2024 | 111,71% | 0,01 CHF | 0,06 CHF | 410 530 | 20 000 | 356 544 | 20 000 | 7 219 CHF | 1 422 CHF | 95,03% | 95,03% |
31/07/2024 | 30,14% | 0,05 CHF | 0,07 CHF | 330 366 | 75 000 | 330 319 | 72 475 | 15 971 CHF | 4 739 CHF | 29,49% | 29,49% |