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 | 5,27% | 0,44 CHF | 0,46 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 10 251 CHF | 10 805 CHF | 75,38% | 75,38% |
14/08/2024 | 5,78% | 0,41 CHF | 0,43 CHF | 25 000 | 25 000 | 24 801 | 24 801 | 8 904 CHF | 9 424 CHF | 89,00% | 89,00% |
13/08/2024 | 7,74% | 0,29 CHF | 0,32 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 6 554 CHF | 7 079 CHF | 84,69% | 84,69% |
12/08/2024 | 5,83% | 0,20 CHF | 0,21 CHF | 113 651 | 50 000 | 113 623 | 50 000 | 22 659 CHF | 10 572 CHF | 50,27% | 50,27% |
09/08/2024 | 5,41% | 0,21 CHF | 0,22 CHF | 112 565 | 50 000 | 112 694 | 50 000 | 22 960 CHF | 10 756 CHF | 100,00% | 100,00% |
08/08/2024 | 6,72% | 0,19 CHF | 0,21 CHF | 113 517 | 50 000 | 114 337 | 50 000 | 19 785 CHF | 9 256 CHF | 86,90% | 86,90% |
07/08/2024 | 5,45% | 0,20 CHF | 0,21 CHF | 113 363 | 50 000 | 112 501 | 50 000 | 22 644 CHF | 10 629 CHF | 98,56% | 98,56% |
06/08/2024 | 8,27% | 0,18 CHF | 0,20 CHF | 112 580 | 50 000 | 112 781 | 38 695 | 20 522 CHF | 7 602 CHF | 90,15% | 90,15% |
02/08/2024 | 16,15% | 0,20 CHF | 0,24 CHF | 111 341 | 10 000 | 111 935 | 10 000 | 23 398 CHF | 2 457 CHF | 93,28% | 93,28% |
31/07/2024 | 4,26% | 0,27 CHF | 0,28 CHF | 110 464 | 50 000 | 110 542 | 47 459 | 29 088 CHF | 13 043 CHF | 30,67% | 30,67% |