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 | 5,63% | 0,19 CHF | 0,20 CHF | 160 748 | 50 000 | 163 535 | 49 160 | 28 539 CHF | 9 072 CHF | 99,16% | 99,16% |
14/08/2024 | 5,63% | 0,17 CHF | 0,18 CHF | 163 328 | 50 000 | 165 855 | 48 334 | 28 617 CHF | 8 812 CHF | 92,70% | 92,70% |
13/08/2024 | 6,07% | 0,17 CHF | 0,18 CHF | 171 734 | 50 000 | 176 579 | 50 000 | 28 238 CHF | 8 499 CHF | 96,32% | 96,32% |
12/08/2024 | 5,67% | 0,16 CHF | 0,17 CHF | 177 217 | 50 000 | 172 729 | 50 000 | 29 645 CHF | 9 087 CHF | 100,00% | 100,00% |
09/08/2024 | 5,39% | 0,18 CHF | 0,19 CHF | 168 372 | 50 000 | 173 009 | 50 000 | 31 228 CHF | 9 526 CHF | 100,00% | 100,00% |
08/08/2024 | 6,36% | 0,18 CHF | 0,19 CHF | 167 921 | 50 000 | 184 090 | 50 000 | 28 071 CHF | 8 133 CHF | 97,96% | 97,96% |
07/08/2024 | 6,24% | 0,16 CHF | 0,17 CHF | 184 942 | 50 000 | 185 002 | 50 000 | 28 778 CHF | 8 275 CHF | 100,00% | 100,00% |
06/08/2024 | 8,31% | 0,15 CHF | 0,16 CHF | 183 992 | 50 000 | 186 734 | 37 706 | 28 748 CHF | 6 324 CHF | 99,25% | 99,25% |
02/08/2024 | 12,73% | 0,19 CHF | 0,21 CHF | 171 123 | 10 000 | 168 187 | 10 000 | 32 074 CHF | 2 167 CHF | 98,89% | 98,89% |
31/07/2024 | 4,52% | 0,23 CHF | 0,24 CHF | 161 260 | 50 000 | 163 703 | 44 740 | 36 159 CHF | 10 397 CHF | 30,67% | 30,67% |