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 | 3,97% | 0,28 CHF | 0,29 CHF | 75 677 | 50 000 | 71 230 | 50 000 | 22 514 CHF | 16 448 CHF | 90,15% | 90,15% |
14/08/2024 | 3,54% | 0,33 CHF | 0,34 CHF | 70 373 | 50 000 | 68 924 | 48 520 | 22 833 CHF | 16 638 CHF | 93,83% | 93,83% |
13/08/2024 | 4,55% | 0,27 CHF | 0,28 CHF | 80 749 | 50 000 | 77 596 | 50 000 | 21 298 CHF | 14 373 CHF | 62,81% | 62,81% |
12/08/2024 | 3,97% | 0,32 CHF | 0,34 CHF | 70 345 | 50 000 | 71 765 | 50 000 | 22 273 CHF | 16 147 CHF | 85,95% | 85,95% |
09/08/2024 | 3,78% | 0,31 CHF | 0,32 CHF | 72 214 | 50 000 | 76 469 | 50 000 | 22 782 CHF | 15 471 CHF | 95,51% | 95,51% |
08/08/2024 | 4,98% | 0,29 CHF | 0,30 CHF | 73 950 | 50 000 | 68 383 | 45 477 | 18 372 CHF | 12 825 CHF | 69,38% | 69,38% |
07/08/2024 | 3,90% | 0,33 CHF | 0,34 CHF | 71 549 | 50 000 | 72 377 | 50 000 | 23 246 CHF | 16 704 CHF | 68,69% | 68,69% |
06/08/2024 | 6,85% | 0,28 CHF | 0,29 CHF | 77 996 | 50 000 | 84 038 | 40 547 | 20 201 CHF | 10 477 CHF | 93,24% | 93,24% |
02/08/2024 | 11,19% | 0,29 CHF | 0,33 CHF | 78 770 | 10 000 | 73 189 | 10 000 | 23 190 CHF | 3 547 CHF | 79,67% | 79,67% |
31/07/2024 | 3,28% | 0,44 CHF | 0,46 CHF | 62 634 | 50 000 | 62 401 | 45 951 | 28 010 CHF | 21 331 CHF | 30,15% | 30,15% |