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 | 9,76% | 0,16 CHF | 0,18 CHF | 320 000 | 50 000 | 335 567 | 49 305 | 50 893 CHF | 8 267 CHF | 98,37% | 98,37% |
14/08/2024 | 12,62% | 0,13 CHF | 0,15 CHF | 390 000 | 50 000 | 388 930 | 48 668 | 50 557 CHF | 7 182 CHF | 98,49% | 98,49% |
13/08/2024 | - | 0,08 CHF | 0,16 CHF | 500 000 | 20 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
12/08/2024 | 12,90% | 0,12 CHF | 0,13 CHF | 420 000 | 50 000 | 437 232 | 50 000 | 50 486 CHF | 6 579 CHF | 97,85% | 97,85% |
09/08/2024 | 10,88% | 0,12 CHF | 0,13 CHF | 420 000 | 50 000 | 403 317 | 50 000 | 50 577 CHF | 7 017 CHF | 100,00% | 100,00% |
08/08/2024 | 12,08% | 0,14 CHF | 0,15 CHF | 360 000 | 50 000 | 404 388 | 50 000 | 50 542 CHF | 7 063 CHF | 96,70% | 96,70% |
07/08/2024 | 10,54% | 0,14 CHF | 0,16 CHF | 360 000 | 50 000 | 369 012 | 50 000 | 50 565 CHF | 7 627 CHF | 100,00% | 100,00% |
06/08/2024 | 16,30% | 0,13 CHF | 0,15 CHF | 390 000 | 50 000 | 381 020 | 37 653 | 50 659 CHF | 5 789 CHF | 99,56% | 99,56% |
02/08/2024 | 28,43% | 0,15 CHF | 0,21 CHF | 340 000 | 20 000 | 321 145 | 20 000 | 51 132 CHF | 4 244 CHF | 95,01% | 95,01% |
31/07/2024 | 8,24% | 0,21 CHF | 0,22 CHF | 240 000 | 50 000 | 236 083 | 45 557 | 50 474 CHF | 10 543 CHF | 29,49% | 29,49% |