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 | 6,60% | 0,37 CHF | 0,39 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 8 148 CHF | 8 704 CHF | 65,58% | 65,58% |
14/08/2024 | 7,95% | 0,33 CHF | 0,36 CHF | 25 000 | 25 000 | 24 764 | 24 764 | 6 674 CHF | 7 215 CHF | 75,14% | 75,14% |
13/08/2024 | 10,92% | 0,22 CHF | 0,24 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 4 557 CHF | 5 079 CHF | 84,69% | 84,69% |
12/08/2024 | 9,32% | 0,12 CHF | 0,13 CHF | 113 228 | 50 000 | 113 553 | 50 000 | 13 633 CHF | 6 590 CHF | 50,27% | 50,27% |
09/08/2024 | 8,03% | 0,13 CHF | 0,14 CHF | 112 335 | 50 000 | 112 432 | 50 000 | 14 523 CHF | 6 999 CHF | 70,32% | 90,68% |
08/08/2024 | 15,36% | 0,11 CHF | 0,13 CHF | 113 604 | 50 000 | 111 995 | 50 000 | 13 439 CHF | 6 998 CHF | 1,12% | 97,79% |
07/08/2024 | 7,64% | 0,12 CHF | 0,14 CHF | 113 202 | 50 000 | 111 807 | 50 000 | 14 386 CHF | 6 944 CHF | 46,82% | 100,00% |
06/08/2024 | 13,58% | 0,11 CHF | 0,12 CHF | 112 480 | 50 000 | 112 842 | 39 742 | 11 529 CHF | 4 601 CHF | 99,34% | 99,34% |
02/08/2024 | 24,68% | 0,12 CHF | 0,16 CHF | 111 341 | 10 000 | 111 970 | 10 000 | 14 497 CHF | 1 658 CHF | 93,28% | 93,28% |
31/07/2024 | 5,88% | 0,19 CHF | 0,20 CHF | 110 144 | 50 000 | 110 429 | 47 459 | 20 268 CHF | 9 249 CHF | 30,67% | 30,67% |