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 | 7,52% | 0,15 CHF | 0,16 CHF | 204 753 | 50 000 | 196 439 | 49 174 | 31 477 CHF | 8 492 CHF | 99,06% | 99,06% |
14/08/2024 | 7,17% | 0,17 CHF | 0,18 CHF | 194 500 | 50 000 | 189 249 | 48 595 | 32 024 CHF | 8 826 CHF | 98,83% | 98,83% |
13/08/2024 | 9,38% | 0,16 CHF | 0,17 CHF | 203 473 | 50 000 | 211 851 | 50 000 | 31 052 CHF | 8 054 CHF | 96,65% | 96,65% |
12/08/2024 | 6,96% | 0,17 CHF | 0,18 CHF | 196 396 | 50 000 | 197 127 | 50 000 | 32 139 CHF | 8 741 CHF | 100,00% | 100,00% |
09/08/2024 | 8,18% | 0,16 CHF | 0,17 CHF | 205 193 | 50 000 | 205 059 | 50 000 | 31 569 CHF | 8 355 CHF | 100,00% | 100,00% |
08/08/2024 | 8,42% | 0,16 CHF | 0,17 CHF | 207 819 | 50 000 | 189 565 | 46 792 | 27 659 CHF | 7 406 CHF | 97,83% | 97,83% |
07/08/2024 | 7,82% | 0,17 CHF | 0,18 CHF | 196 942 | 50 000 | 196 278 | 50 000 | 32 502 CHF | 8 951 CHF | 100,00% | 100,00% |
06/08/2024 | 12,71% | 0,15 CHF | 0,17 CHF | 206 602 | 50 000 | 224 277 | 38 789 | 30 124 CHF | 5 876 CHF | 91,38% | 91,38% |
02/08/2024 | 22,20% | 0,15 CHF | 0,19 CHF | 205 075 | 10 000 | 193 032 | 10 000 | 30 289 CHF | 1 962 CHF | 98,80% | 98,80% |
31/07/2024 | 6,56% | 0,22 CHF | 0,23 CHF | 159 821 | 50 000 | 161 973 | 45 595 | 35 241 CHF | 10 584 CHF | 30,66% | 30,66% |