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 | 10,15% | 0,20 CHF | 0,22 CHF | 250 000 | 50 000 | 268 466 | 49 487 | 50 522 CHF | 10 323 CHF | 99,07% | 99,07% |
14/08/2024 | 7,79% | 0,20 CHF | 0,22 CHF | 250 000 | 50 000 | 243 126 | 48 917 | 50 276 CHF | 10 933 CHF | 98,83% | 98,83% |
13/08/2024 | 9,22% | 0,20 CHF | 0,22 CHF | 250 000 | 50 000 | 256 377 | 50 000 | 50 590 CHF | 10 839 CHF | 86,82% | 86,82% |
12/08/2024 | 8,79% | 0,20 CHF | 0,22 CHF | 250 000 | 50 000 | 240 727 | 50 000 | 50 333 CHF | 11 426 CHF | 96,80% | 96,80% |
09/08/2024 | 8,99% | 0,20 CHF | 0,22 CHF | 250 000 | 50 000 | 253 121 | 50 000 | 50 372 CHF | 10 898 CHF | 98,42% | 98,42% |
08/08/2024 | 10,53% | 0,20 CHF | 0,21 CHF | 250 000 | 50 000 | 177 269 | 41 068 | 34 573 CHF | 8 927 CHF | 35,06% | 35,06% |
07/08/2024 | 6,42% | 0,23 CHF | 0,24 CHF | 220 000 | 50 000 | 206 322 | 50 000 | 50 754 CHF | 13 130 CHF | 92,76% | 92,76% |
06/08/2024 | 10,38% | 0,23 CHF | 0,25 CHF | 220 000 | 50 000 | 209 544 | 39 897 | 50 473 CHF | 10 555 CHF | 98,31% | 98,31% |
02/08/2024 | 17,53% | 0,32 CHF | 0,38 CHF | 160 000 | 10 000 | 162 939 | 10 000 | 51 661 CHF | 3 781 CHF | 99,08% | 99,08% |
31/07/2024 | 6,13% | 0,35 CHF | 0,37 CHF | 150 000 | 50 000 | 146 758 | 45 593 | 51 545 CHF | 17 038 CHF | 30,67% | 30,67% |