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 | 11,54% | 0,11 CHF | 0,12 CHF | 179 426 | 50 000 | 196 626 | 48 993 | 18 928 CHF | 5 306 CHF | 81,23% | 81,23% |
14/08/2024 | 13,82% | 0,10 CHF | 0,11 CHF | 199 430 | 50 000 | 193 628 | 48 141 | 18 797 CHF | 5 372 CHF | 33,96% | 33,96% |
13/08/2024 | 11,64% | 0,09 CHF | 0,10 CHF | 208 089 | 50 000 | 213 063 | 50 000 | 18 975 CHF | 5 003 CHF | 93,74% | 93,74% |
12/08/2024 | 12,57% | 0,09 CHF | 0,10 CHF | 206 716 | 50 000 | 214 570 | 50 000 | 19 083 CHF | 5 052 CHF | 85,31% | 85,31% |
09/08/2024 | 15,07% | 0,07 CHF | 0,09 CHF | 247 573 | 50 000 | 245 725 | 50 000 | 17 511 CHF | 4 148 CHF | 95,20% | 95,20% |
08/08/2024 | 17,98% | 0,07 CHF | 0,09 CHF | 257 313 | 50 000 | 218 556 | 44 803 | 15 270 CHF | 3 684 CHF | 60,39% | 60,39% |
07/08/2024 | 14,31% | 0,07 CHF | 0,08 CHF | 236 885 | 50 000 | 247 449 | 50 000 | 18 656 CHF | 4 358 CHF | 74,79% | 74,79% |
06/08/2024 | 25,96% | 0,07 CHF | 0,08 CHF | 276 631 | 50 000 | 287 849 | 39 710 | 16 925 CHF | 3 000 CHF | 99,56% | 99,56% |
02/08/2024 | 48,84% | 0,04 CHF | 0,08 CHF | 271 859 | 10 000 | 242 033 | 10 000 | 14 496 CHF | 991 CHF | 93,90% | 93,90% |
31/07/2024 | 16,03% | 0,10 CHF | 0,12 CHF | 184 753 | 50 000 | 188 137 | 48 279 | 18 021 CHF | 5 440 CHF | 26,81% | 26,81% |