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 | 7,46% | 0,14 CHF | 0,15 CHF | 264 018 | 50 000 | 274 825 | 49 017 | 35 900 CHF | 6 897 CHF | 84,76% | 84,76% |
14/08/2024 | 7,65% | 0,13 CHF | 0,14 CHF | 266 937 | 50 000 | 275 097 | 48 334 | 35 763 CHF | 6 775 CHF | 92,70% | 92,70% |
13/08/2024 | 7,77% | 0,13 CHF | 0,14 CHF | 280 212 | 50 000 | 280 318 | 50 000 | 34 722 CHF | 6 695 CHF | 96,32% | 96,32% |
12/08/2024 | 6,99% | 0,13 CHF | 0,14 CHF | 273 126 | 50 000 | 267 391 | 50 000 | 36 928 CHF | 7 407 CHF | 100,00% | 100,00% |
09/08/2024 | 6,86% | 0,14 CHF | 0,15 CHF | 262 551 | 50 000 | 271 330 | 50 000 | 38 221 CHF | 7 545 CHF | 100,00% | 100,00% |
08/08/2024 | 7,74% | 0,14 CHF | 0,15 CHF | 263 258 | 50 000 | 287 477 | 50 000 | 35 787 CHF | 6 729 CHF | 97,96% | 97,96% |
07/08/2024 | 7,54% | 0,13 CHF | 0,14 CHF | 293 504 | 50 000 | 291 716 | 50 000 | 37 292 CHF | 6 891 CHF | 100,00% | 100,00% |
06/08/2024 | 10,14% | 0,13 CHF | 0,14 CHF | 288 615 | 50 000 | 291 507 | 37 706 | 36 457 CHF | 5 223 CHF | 99,25% | 99,25% |
02/08/2024 | 15,87% | 0,14 CHF | 0,16 CHF | 258 477 | 10 000 | 255 438 | 10 000 | 36 374 CHF | 1 670 CHF | 98,88% | 98,88% |
31/07/2024 | 6,07% | 0,17 CHF | 0,18 CHF | 245 457 | 50 000 | 248 316 | 44 740 | 41 116 CHF | 7 905 CHF | 30,67% | 30,67% |