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 | 4,52% | 0,54 CHF | 0,56 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 12 600 CHF | 13 182 CHF | 75,38% | 75,38% |
14/08/2024 | 5,13% | 0,51 CHF | 0,53 CHF | 25 000 | 25 000 | 24 575 | 24 575 | 11 089 CHF | 11 666 CHF | 90,66% | 90,66% |
13/08/2024 | 5,93% | 0,39 CHF | 0,41 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 8 866 CHF | 9 407 CHF | 79,61% | 79,61% |
12/08/2024 | 3,51% | 0,29 CHF | 0,30 CHF | 113 398 | 50 000 | 113 799 | 50 000 | 33 088 CHF | 15 059 CHF | 100,00% | 100,00% |
09/08/2024 | 3,68% | 0,30 CHF | 0,31 CHF | 112 129 | 50 000 | 112 581 | 50 000 | 33 447 CHF | 15 415 CHF | 99,75% | 99,75% |
08/08/2024 | 4,27% | 0,29 CHF | 0,30 CHF | 113 429 | 50 000 | 114 317 | 50 000 | 30 323 CHF | 13 847 CHF | 92,70% | 92,70% |
07/08/2024 | 4,41% | 0,29 CHF | 0,30 CHF | 112 945 | 50 000 | 112 386 | 50 000 | 32 955 CHF | 15 327 CHF | 98,25% | 98,25% |
06/08/2024 | 5,90% | 0,28 CHF | 0,29 CHF | 112 480 | 50 000 | 112 840 | 39 742 | 30 839 CHF | 11 485 CHF | 99,35% | 99,35% |
02/08/2024 | 11,04% | 0,29 CHF | 0,33 CHF | 111 302 | 10 000 | 111 898 | 10 000 | 33 955 CHF | 3 389 CHF | 89,49% | 89,49% |
31/07/2024 | 3,38% | 0,36 CHF | 0,37 CHF | 110 307 | 50 000 | 110 451 | 47 459 | 39 275 CHF | 17 450 CHF | 30,67% | 30,67% |