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 | 5,59% | 0,19 CHF | 0,20 CHF | 199 892 | 50 000 | 205 533 | 49 487 | 36 669 CHF | 9 338 CHF | 99,06% | 99,06% |
14/08/2024 | 6,08% | 0,18 CHF | 0,19 CHF | 210 346 | 50 000 | 207 179 | 48 917 | 36 225 CHF | 9 083 CHF | 98,83% | 98,83% |
13/08/2024 | 5,62% | 0,17 CHF | 0,18 CHF | 206 604 | 50 000 | 207 350 | 50 000 | 35 920 CHF | 9 160 CHF | 96,65% | 96,65% |
12/08/2024 | 5,42% | 0,18 CHF | 0,19 CHF | 209 142 | 50 000 | 208 583 | 50 000 | 37 423 CHF | 9 470 CHF | 100,00% | 100,00% |
09/08/2024 | 5,72% | 0,17 CHF | 0,18 CHF | 207 021 | 50 000 | 202 008 | 50 000 | 36 156 CHF | 9 480 CHF | 100,00% | 100,00% |
08/08/2024 | 7,14% | 0,17 CHF | 0,18 CHF | 219 263 | 50 000 | 198 479 | 46 783 | 30 573 CHF | 7 706 CHF | 97,56% | 97,56% |
07/08/2024 | 5,48% | 0,17 CHF | 0,18 CHF | 206 125 | 50 000 | 205 297 | 50 000 | 36 451 CHF | 9 386 CHF | 100,00% | 100,00% |
06/08/2024 | 9,77% | 0,16 CHF | 0,17 CHF | 211 724 | 50 000 | 219 163 | 39 710 | 34 887 CHF | 6 956 CHF | 99,55% | 99,55% |
02/08/2024 | 18,11% | 0,15 CHF | 0,18 CHF | 221 174 | 10 000 | 208 053 | 10 000 | 34 520 CHF | 1 993 CHF | 99,12% | 99,12% |
31/07/2024 | 4,77% | 0,23 CHF | 0,24 CHF | 178 000 | 50 000 | 178 490 | 46 616 | 39 119 CHF | 10 722 CHF | 30,66% | 30,66% |