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 | - | 0,42 CHF | - CHF | 50 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 61,55% |
14/08/2024 | - | 0,48 CHF | - CHF | 110 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 52,84% |
13/08/2024 | 2,79% | 0,39 CHF | 0,40 CHF | 130 000 | 50 000 | 147 354 | 24 353 | 51 991 CHF | 8 864 CHF | 70,72% | 70,72% |
12/08/2024 | 2,64% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 138 036 | 37 079 | 51 609 CHF | 14 093 CHF | 31,58% | 31,58% |
09/08/2024 | 19,41% | 0,38 CHF | 0,44 CHF | 50 000 | 50 000 | 29 340 | 29 340 | 8 308 CHF | 9 858 CHF | 90,28% | 90,28% |
08/08/2024 | 29,86% | 0,17 CHF | 0,22 CHF | 50 000 | 50 000 | 33 259 | 33 259 | 6 190 CHF | 7 956 CHF | 57,17% | 57,17% |
07/08/2024 | 36,99% | 0,10 CHF | 0,15 CHF | 50 000 | 50 000 | 31 647 | 31 647 | 3 789 CHF | 5 512 CHF | 72,67% | 72,67% |
06/08/2024 | 28,28% | 0,14 CHF | 0,19 CHF | 50 000 | 50 000 | 29 917 | 29 917 | 4 919 CHF | 6 542 CHF | 97,96% | 97,96% |
02/08/2024 | 9,24% | 0,18 CHF | 0,23 CHF | 50 000 | 50 000 | 206 158 | 29 560 | 41 506 CHF | 6 435 CHF | 81,30% | 81,30% |
30/07/2024 | 5,41% | 0,13 CHF | 0,14 CHF | 390 000 | 50 000 | 281 394 | 28 732 | 50 584 CHF | 5 417 CHF | 97,98% | 97,98% |