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 | 17,93% | 0,05 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 73 950 | 25 584 CHF | 4 523 CHF | 99,18% | 99,18% |
14/08/2024 | 18,27% | 0,05 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 73 268 | 25 065 CHF | 4 405 CHF | 98,49% | 98,49% |
13/08/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 25 000 CHF | 4 500 CHF | 96,31% | 96,31% |
12/08/2024 | 16,70% | 0,05 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 27 647 CHF | 4 897 CHF | 100,00% | 100,00% |
09/08/2024 | 18,15% | 0,05 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 25 049 CHF | 4 507 CHF | 100,00% | 100,00% |
08/08/2024 | 20,73% | 0,05 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 21 841 CHF | 4 026 CHF | 96,77% | 96,77% |
07/08/2024 | 17,97% | 0,05 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 25 378 CHF | 4 557 CHF | 99,01% | 99,01% |
06/08/2024 | 18,03% | 0,05 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 59 755 | 25 549 CHF | 3 615 CHF | 84,28% | 84,28% |
02/08/2024 | 22,80% | 0,06 CHF | 0,08 CHF | 491 845 | 20 000 | 465 000 | 20 000 | 32 669 CHF | 1 767 CHF | 96,09% | 96,09% |
31/07/2024 | 10,77% | 0,08 CHF | 0,09 CHF | 431 187 | 75 000 | 423 019 | 61 775 | 37 215 CHF | 6 029 CHF | 15,72% | 15,72% |