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 | 8,73% | 0,36 CHF | 0,39 CHF | 25 000 | 25 000 | 24 743 | 24 743 | 8 091 CHF | 8 826 CHF | 99,06% | 99,06% |
14/08/2024 | 5,94% | 0,31 CHF | 0,33 CHF | 170 000 | 50 000 | 164 776 | 49 181 | 51 859 CHF | 16 435 CHF | 98,83% | 98,83% |
13/08/2024 | 5,97% | 0,29 CHF | 0,31 CHF | 180 000 | 50 000 | 168 548 | 50 000 | 51 937 CHF | 16 373 CHF | 88,85% | 88,85% |
12/08/2024 | 6,13% | 0,29 CHF | 0,31 CHF | 180 000 | 50 000 | 174 382 | 50 000 | 51 396 CHF | 15 693 CHF | 100,00% | 100,00% |
09/08/2024 | 9,55% | 0,29 CHF | 0,32 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 7 091 CHF | 7 801 CHF | 96,56% | 96,56% |
08/08/2024 | 9,79% | 0,23 CHF | 0,24 CHF | 220 000 | 75 000 | 200 373 | 65 688 | 39 977 CHF | 14 366 CHF | 97,37% | 97,37% |
07/08/2024 | 15,29% | 0,17 CHF | 0,20 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 6 350 CHF | 7 400 CHF | 100,00% | 100,00% |
06/08/2024 | 12,88% | 0,19 CHF | 0,22 CHF | 37 500 | 37 500 | 257 346 | 50 918 | 46 370 CHF | 10 456 CHF | 98,66% | 98,66% |
02/08/2024 | 38,72% | 0,10 CHF | 0,16 CHF | 451 175 | 20 000 | 439 892 | 20 000 | 47 929 CHF | 3 227 CHF | 85,97% | 85,97% |
31/07/2024 | 10,51% | 0,17 CHF | 0,18 CHF | 300 000 | 75 000 | 321 464 | 68 218 | 51 147 CHF | 12 021 CHF | 30,67% | 30,67% |