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 | 17,25% | 0,11 CHF | 0,13 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 3 255 CHF | 3 863 CHF | 75,38% | 75,38% |
14/08/2024 | 12,74% | 0,13 CHF | 0,15 CHF | 25 000 | 25 000 | 24 801 | 24 801 | 4 472 CHF | 5 028 CHF | 89,00% | 89,00% |
13/08/2024 | 7,55% | 0,24 CHF | 0,26 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 6 884 CHF | 7 423 CHF | 79,61% | 79,61% |
12/08/2024 | 3,21% | 0,36 CHF | 0,37 CHF | 113 228 | 50 000 | 113 553 | 50 000 | 40 680 CHF | 18 495 CHF | 50,27% | 50,27% |
09/08/2024 | 3,14% | 0,35 CHF | 0,36 CHF | 112 565 | 50 000 | 112 694 | 50 000 | 39 999 CHF | 18 311 CHF | 100,00% | 100,00% |
08/08/2024 | 3,21% | 0,37 CHF | 0,38 CHF | 113 604 | 50 000 | 114 501 | 50 000 | 44 244 CHF | 19 947 CHF | 97,78% | 97,78% |
07/08/2024 | 2,91% | 0,36 CHF | 0,37 CHF | 113 363 | 50 000 | 112 510 | 50 000 | 40 294 CHF | 18 434 CHF | 98,56% | 98,56% |
06/08/2024 | 4,29% | 0,37 CHF | 0,39 CHF | 112 580 | 50 000 | 112 748 | 37 894 | 41 918 CHF | 14 678 CHF | 84,18% | 84,18% |
02/08/2024 | 10,76% | 0,34 CHF | 0,37 CHF | 111 302 | 10 000 | 112 007 | 10 000 | 36 637 CHF | 3 642 CHF | 93,28% | 93,28% |
31/07/2024 | 4,30% | 0,29 CHF | 0,31 CHF | 110 200 | 50 000 | 110 487 | 47 460 | 33 026 CHF | 14 789 CHF | 30,67% | 30,67% |