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 |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | - | - |
09/08/2024 | 16,80% | 0,07 CHF | 0,08 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 42 233 CHF | 4 989 CHF | 66,79% | 66,83% |
08/08/2024 | 17,89% | 0,09 CHF | 0,11 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 39 792 CHF | 4 760 CHF | 96,70% | 96,70% |
07/08/2024 | 14,77% | 0,10 CHF | 0,11 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 45 900 CHF | 5 320 CHF | 96,65% | 96,65% |
06/08/2024 | 20,42% | 0,09 CHF | 0,10 CHF | 500 000 | 50 000 | 497 741 | 37 653 | 44 234 CHF | 3 993 CHF | 99,56% | 99,56% |
02/08/2024 | 38,32% | 0,11 CHF | 0,16 CHF | 460 000 | 20 000 | 444 105 | 20 000 | 50 523 CHF | 3 359 CHF | 95,22% | 95,22% |
31/07/2024 | 11,76% | 0,16 CHF | 0,18 CHF | 320 000 | 50 000 | 308 949 | 45 557 | 51 082 CHF | 8 433 CHF | 29,49% | 29,49% |
30/07/2024 | 10,50% | 0,17 CHF | 0,18 CHF | 300 000 | 50 000 | 266 251 | 48 237 | 47 281 CHF | 9 510 CHF | 96,72% | 96,72% |
29/07/2024 | 13,90% | 0,18 CHF | 0,21 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 2 366 CHF | 2 718 CHF | 100,00% | 100,00% |
25/07/2024 | 13,60% | 0,12 CHF | 0,14 CHF | 420 000 | 50 000 | 408 621 | 50 000 | 50 523 CHF | 7 099 CHF | 98,00% | 98,00% |