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 | 34,07% | 0,07 CHF | 0,09 CHF | 500 000 | 25 000 | 500 000 | 24 812 | 31 474 CHF | 2 199 CHF | 98,36% | 98,36% |
14/08/2024 | 30,43% | 0,06 CHF | 0,09 CHF | 500 000 | 25 000 | 487 431 | 24 545 | 33 621 CHF | 2 299 CHF | 98,49% | 98,49% |
13/08/2024 | 28,98% | 0,07 CHF | 0,09 CHF | 500 000 | 25 000 | 480 634 | 25 000 | 34 131 CHF | 2 377 CHF | 96,74% | 96,74% |
12/08/2024 | 28,15% | 0,08 CHF | 0,11 CHF | 446 546 | 25 000 | 405 540 | 25 000 | 35 606 CHF | 2 920 CHF | 100,00% | 100,00% |
09/08/2024 | 23,33% | 0,09 CHF | 0,12 CHF | 389 613 | 25 000 | 400 630 | 25 000 | 36 973 CHF | 2 918 CHF | 100,00% | 100,00% |
08/08/2024 | 29,34% | 0,08 CHF | 0,11 CHF | 445 809 | 25 000 | 458 052 | 25 000 | 34 649 CHF | 2 545 CHF | 96,70% | 96,70% |
07/08/2024 | 22,01% | 0,09 CHF | 0,12 CHF | 396 971 | 25 000 | 399 371 | 25 000 | 38 579 CHF | 3 016 CHF | 100,00% | 100,00% |
06/08/2024 | 41,56% | 0,08 CHF | 0,10 CHF | 446 427 | 25 000 | 483 840 | 18 870 | 32 557 CHF | 1 902 CHF | 99,08% | 99,08% |
02/08/2024 | 57,99% | 0,08 CHF | 0,17 CHF | 341 020 | 5 000 | 313 854 | 5 000 | 32 452 CHF | 942 CHF | 78,61% | 78,61% |
31/07/2024 | 16,84% | 0,20 CHF | 0,23 CHF | 236 625 | 25 000 | 250 888 | 23 201 | 44 997 CHF | 4 943 CHF | 19,78% | 19,78% |