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 | 10,67% | 0,10 CHF | 0,11 CHF | 216 167 | 50 000 | 220 463 | 49 017 | 20 040 CHF | 4 953 CHF | 84,76% | 84,76% |
14/08/2024 | 10,87% | 0,09 CHF | 0,10 CHF | 220 392 | 50 000 | 224 184 | 48 334 | 20 183 CHF | 4 843 CHF | 92,71% | 92,71% |
13/08/2024 | 11,39% | 0,09 CHF | 0,10 CHF | 230 133 | 50 000 | 244 939 | 50 000 | 20 334 CHF | 4 657 CHF | 96,31% | 96,31% |
12/08/2024 | 10,39% | 0,08 CHF | 0,09 CHF | 246 214 | 50 000 | 235 530 | 50 000 | 21 568 CHF | 5 089 CHF | 100,00% | 100,00% |
09/08/2024 | 9,52% | 0,10 CHF | 0,11 CHF | 231 060 | 50 000 | 230 695 | 50 000 | 23 069 CHF | 5 500 CHF | 100,00% | 100,00% |
08/08/2024 | 11,62% | 0,10 CHF | 0,11 CHF | 214 783 | 50 000 | 264 226 | 50 000 | 21 435 CHF | 4 566 CHF | 97,95% | 97,95% |
07/08/2024 | 11,52% | 0,08 CHF | 0,09 CHF | 250 049 | 50 000 | 252 387 | 50 000 | 20 703 CHF | 4 600 CHF | 100,00% | 100,00% |
06/08/2024 | 14,05% | 0,08 CHF | 0,09 CHF | 247 115 | 50 000 | 257 450 | 37 706 | 20 953 CHF | 3 535 CHF | 99,25% | 99,25% |
02/08/2024 | 22,58% | 0,10 CHF | 0,13 CHF | 217 390 | 10 000 | 214 079 | 10 000 | 22 804 CHF | 1 336 CHF | 93,27% | 93,27% |
31/07/2024 | 7,91% | 0,14 CHF | 0,15 CHF | 202 183 | 50 000 | 205 272 | 44 740 | 27 683 CHF | 6 563 CHF | 30,67% | 30,67% |