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 | 7,29% | 0,29 CHF | 0,31 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 7 835 CHF | 8 427 CHF | 75,38% | 75,38% |
14/08/2024 | 6,32% | 0,31 CHF | 0,33 CHF | 25 000 | 25 000 | 24 808 | 24 808 | 8 962 CHF | 9 537 CHF | 92,43% | 92,43% |
13/08/2024 | 4,37% | 0,43 CHF | 0,45 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 11 446 CHF | 11 957 CHF | 84,69% | 84,69% |
12/08/2024 | 2,69% | 0,54 CHF | 0,56 CHF | 100 000 | 50 000 | 99 858 | 50 000 | 54 171 CHF | 27 866 CHF | 100,00% | 100,00% |
09/08/2024 | 1,96% | 0,53 CHF | 0,55 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 53 698 CHF | 27 380 CHF | 100,00% | 100,00% |
08/08/2024 | 1,93% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 91 033 | 50 000 | 51 842 CHF | 29 042 CHF | 97,79% | 97,79% |
07/08/2024 | 2,12% | 0,54 CHF | 0,56 CHF | 100 000 | 50 000 | 99 998 | 50 000 | 54 102 CHF | 27 630 CHF | 100,00% | 100,00% |
06/08/2024 | 2,99% | 0,56 CHF | 0,57 CHF | 90 000 | 50 000 | 95 226 | 39 742 | 52 915 CHF | 22 743 CHF | 99,35% | 99,35% |
02/08/2024 | 6,60% | 0,52 CHF | 0,55 CHF | 100 000 | 10 000 | 100 000 | 10 000 | 51 096 CHF | 5 458 CHF | 93,28% | 93,28% |
31/07/2024 | 2,66% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 110 000 | 47 460 | 52 957 CHF | 23 441 CHF | 30,67% | 30,67% |