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 | 6,00% | 0,40 CHF | 0,42 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 9 251 CHF | 9 823 CHF | 75,38% | 75,38% |
14/08/2024 | 6,68% | 0,37 CHF | 0,39 CHF | 25 000 | 25 000 | 24 801 | 24 801 | 7 899 CHF | 8 432 CHF | 89,00% | 89,00% |
13/08/2024 | 8,92% | 0,25 CHF | 0,28 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 5 543 CHF | 6 057 CHF | 84,69% | 84,69% |
12/08/2024 | 6,88% | 0,15 CHF | 0,16 CHF | 113 651 | 50 000 | 113 630 | 50 000 | 16 978 CHF | 8 005 CHF | 50,27% | 50,27% |
09/08/2024 | 6,77% | 0,16 CHF | 0,17 CHF | 112 392 | 50 000 | 112 675 | 50 000 | 17 246 CHF | 8 190 CHF | 100,00% | 100,00% |
08/08/2024 | 8,85% | 0,14 CHF | 0,15 CHF | 113 604 | 50 000 | 113 441 | 50 000 | 15 174 CHF | 7 308 CHF | 35,32% | 86,90% |
07/08/2024 | 7,43% | 0,15 CHF | 0,16 CHF | 113 372 | 50 000 | 112 245 | 50 000 | 17 179 CHF | 8 244 CHF | 67,17% | 67,17% |
06/08/2024 | 11,20% | 0,13 CHF | 0,15 CHF | 112 506 | 50 000 | 112 807 | 39 742 | 14 748 CHF | 5 773 CHF | 99,34% | 99,34% |
02/08/2024 | 20,72% | 0,15 CHF | 0,19 CHF | 111 341 | 10 000 | 111 935 | 10 000 | 17 802 CHF | 1 957 CHF | 93,28% | 93,28% |
31/07/2024 | 6,36% | 0,22 CHF | 0,23 CHF | 110 344 | 50 000 | 110 516 | 47 460 | 23 291 CHF | 10 670 CHF | 30,67% | 30,67% |