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 | 6,91% | 0,15 CHF | 0,16 CHF | 320 091 | 50 000 | 330 531 | 49 160 | 46 665 CHF | 7 437 CHF | 99,16% | 99,16% |
14/08/2024 | 7,10% | 0,14 CHF | 0,15 CHF | 322 829 | 50 000 | 331 611 | 48 334 | 46 426 CHF | 7 257 CHF | 92,71% | 92,71% |
13/08/2024 | 7,17% | 0,14 CHF | 0,15 CHF | 338 946 | 50 000 | 335 344 | 50 000 | 45 163 CHF | 7 237 CHF | 96,93% | 96,93% |
12/08/2024 | 6,53% | 0,14 CHF | 0,15 CHF | 329 336 | 50 000 | 319 340 | 50 000 | 47 312 CHF | 7 911 CHF | 100,00% | 100,00% |
09/08/2024 | 6,45% | 0,15 CHF | 0,16 CHF | 313 332 | 50 000 | 323 263 | 50 000 | 48 490 CHF | 8 000 CHF | 95,22% | 95,22% |
08/08/2024 | 6,96% | 0,15 CHF | 0,16 CHF | 347 687 | 50 000 | 344 446 | 50 000 | 47 766 CHF | 7 434 CHF | 90,06% | 90,06% |
07/08/2024 | 6,90% | 0,14 CHF | 0,15 CHF | 337 049 | 50 000 | 337 049 | 50 000 | 47 187 CHF | 7 500 CHF | 100,00% | 100,00% |
06/08/2024 | 9,39% | 0,15 CHF | 0,16 CHF | 341 788 | 50 000 | 342 422 | 37 009 | 46 771 CHF | 5 551 CHF | 93,93% | 93,93% |
02/08/2024 | 16,82% | 0,14 CHF | 0,17 CHF | 311 465 | 10 000 | 308 357 | 10 000 | 45 135 CHF | 1 733 CHF | 98,89% | 98,89% |
31/07/2024 | 5,88% | 0,17 CHF | 0,18 CHF | 300 000 | 50 000 | 303 054 | 43 180 | 50 061 CHF | 7 603 CHF | 23,65% | 23,65% |