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 | 8,37% | 0,49 CHF | 0,53 CHF | 25 000 | 25 000 | 24 798 | 24 798 | 11 500 CHF | 12 501 CHF | 98,36% | 98,36% |
14/08/2024 | 8,21% | 0,45 CHF | 0,49 CHF | 25 000 | 25 000 | 24 608 | 24 608 | 11 768 CHF | 12 765 CHF | 95,02% | 95,02% |
13/08/2024 | 9,18% | 0,43 CHF | 0,47 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 10 397 CHF | 11 397 CHF | 96,74% | 96,74% |
12/08/2024 | 9,43% | 0,41 CHF | 0,45 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 10 112 CHF | 11 112 CHF | 90,98% | 90,98% |
09/08/2024 | 9,27% | 0,43 CHF | 0,47 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 10 138 CHF | 11 122 CHF | 100,00% | 100,00% |
08/08/2024 | 8,93% | 0,36 CHF | 0,39 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 8 043 CHF | 8 788 CHF | 76,59% | 76,59% |
07/08/2024 | 8,81% | 0,39 CHF | 0,42 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 9 666 CHF | 10 559 CHF | 100,00% | 100,00% |
06/08/2024 | 11,87% | 0,32 CHF | 0,35 CHF | 25 000 | 25 000 | 19 855 | 19 855 | 5 853 CHF | 6 542 CHF | 99,56% | 99,56% |
02/08/2024 | 18,45% | 0,33 CHF | 0,40 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 1 759 CHF | 2 116 CHF | 89,10% | 89,10% |
31/07/2024 | 8,96% | 0,43 CHF | 0,47 CHF | 25 000 | 25 000 | 24 145 | 24 145 | 10 732 CHF | 11 724 CHF | 29,57% | 29,57% |