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 | 4,43% | 0,51 CHF | 0,53 CHF | 90 077 | 20 000 | 91 085 | 19 659 | 45 018 CHF | 10 158 CHF | 99,18% | 99,18% |
14/08/2024 | 4,48% | 0,52 CHF | 0,54 CHF | 87 616 | 20 000 | 92 863 | 19 475 | 44 135 CHF | 9 688 CHF | 98,48% | 98,48% |
13/08/2024 | 5,16% | 0,42 CHF | 0,44 CHF | 102 636 | 20 000 | 105 616 | 20 000 | 42 004 CHF | 8 383 CHF | 96,93% | 96,93% |
12/08/2024 | 5,12% | 0,37 CHF | 0,39 CHF | 111 078 | 20 000 | 108 649 | 20 000 | 41 608 CHF | 8 064 CHF | 100,00% | 100,00% |
09/08/2024 | 5,21% | 0,39 CHF | 0,41 CHF | 108 014 | 20 000 | 111 566 | 20 000 | 41 753 CHF | 7 886 CHF | 100,00% | 100,00% |
08/08/2024 | 5,56% | 0,36 CHF | 0,38 CHF | 117 819 | 20 000 | 116 039 | 20 000 | 41 452 CHF | 7 553 CHF | 97,96% | 97,96% |
07/08/2024 | 5,15% | 0,38 CHF | 0,40 CHF | 111 162 | 20 000 | 110 867 | 20 000 | 42 207 CHF | 8 017 CHF | 100,00% | 100,00% |
06/08/2024 | 7,75% | 0,36 CHF | 0,38 CHF | 113 908 | 20 000 | 115 579 | 15 902 | 40 705 CHF | 6 017 CHF | 99,25% | 99,25% |
02/08/2024 | 16,08% | 0,35 CHF | 0,41 CHF | 113 149 | 5 000 | 108 517 | 5 000 | 40 142 CHF | 2 175 CHF | 98,42% | 98,42% |
31/07/2024 | 4,87% | 0,48 CHF | 0,50 CHF | 95 999 | 20 000 | 97 288 | 18 221 | 45 132 CHF | 8 886 CHF | 30,67% | 30,67% |