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 | 3,21% | 0,75 CHF | 0,77 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 17 850 CHF | 18 432 CHF | 75,38% | 75,38% |
14/08/2024 | 3,66% | 0,71 CHF | 0,74 CHF | 25 000 | 25 000 | 24 601 | 24 601 | 16 308 CHF | 16 913 CHF | 96,55% | 96,55% |
13/08/2024 | 3,65% | 0,60 CHF | 0,62 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 14 099 CHF | 14 623 CHF | 84,69% | 84,69% |
12/08/2024 | 2,25% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 102 028 | 50 000 | 50 975 CHF | 25 559 CHF | 100,00% | 100,00% |
09/08/2024 | 2,17% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 100 094 | 50 000 | 50 759 CHF | 25 914 CHF | 100,00% | 100,00% |
08/08/2024 | 2,27% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 109 566 | 50 000 | 52 069 CHF | 24 313 CHF | 92,70% | 92,70% |
07/08/2024 | 2,24% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 101 297 | 50 000 | 50 943 CHF | 25 722 CHF | 100,00% | 100,00% |
06/08/2024 | 3,14% | 0,49 CHF | 0,50 CHF | 110 000 | 50 000 | 109 755 | 39 742 | 53 032 CHF | 19 765 CHF | 99,35% | 99,35% |
02/08/2024 | 6,67% | 0,50 CHF | 0,54 CHF | 100 000 | 10 000 | 100 614 | 10 000 | 51 651 CHF | 5 489 CHF | 89,15% | 89,15% |
31/07/2024 | 2,44% | 0,57 CHF | 0,58 CHF | 90 000 | 50 000 | 90 677 | 47 459 | 51 123 CHF | 27 417 CHF | 30,67% | 30,67% |