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 | 3,20% | 0,73 CHF | 0,75 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 17 514 CHF | 18 084 CHF | 75,38% | 75,38% |
14/08/2024 | 3,37% | 0,70 CHF | 0,73 CHF | 25 000 | 25 000 | 24 601 | 24 601 | 16 045 CHF | 16 590 CHF | 96,55% | 96,55% |
13/08/2024 | 3,74% | 0,58 CHF | 0,61 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 13 804 CHF | 14 329 CHF | 84,69% | 84,69% |
12/08/2024 | 2,47% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 110 000 | 50 000 | 52 740 CHF | 24 572 CHF | 50,27% | 50,27% |
09/08/2024 | 2,31% | 0,49 CHF | 0,50 CHF | 110 000 | 50 000 | 108 262 | 50 000 | 52 348 CHF | 24 756 CHF | 100,00% | 100,00% |
08/08/2024 | 2,69% | 0,46 CHF | 0,47 CHF | 114 963 | 50 000 | 113 491 | 50 000 | 51 051 CHF | 23 116 CHF | 70,63% | 70,63% |
07/08/2024 | 2,14% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 110 000 | 50 000 | 52 949 CHF | 24 588 CHF | 96,85% | 96,85% |
06/08/2024 | 3,25% | 0,46 CHF | 0,48 CHF | 110 000 | 50 000 | 110 578 | 40 976 | 51 152 CHF | 19 533 CHF | 67,63% | 67,63% |
02/08/2024 | 7,14% | 0,48 CHF | 0,52 CHF | 110 000 | 10 000 | 107 796 | 10 000 | 52 740 CHF | 5 257 CHF | 93,28% | 93,28% |
31/07/2024 | 2,08% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 100 000 | 47 460 | 54 316 CHF | 26 332 CHF | 30,67% | 30,67% |