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 | 6,48% | 0,18 CHF | 0,19 CHF | 280 000 | 100 000 | 281 171 | 98 929 | 50 435 CHF | 18 933 CHF | 97,23% | 97,23% |
14/08/2024 | 8,53% | 0,18 CHF | 0,20 CHF | 280 000 | 100 000 | 276 113 | 98 225 | 50 750 CHF | 19 653 CHF | 96,10% | 96,10% |
13/08/2024 | 9,31% | 0,17 CHF | 0,19 CHF | 300 000 | 100 000 | 297 888 | 100 000 | 50 937 CHF | 18 778 CHF | 96,31% | 96,31% |
12/08/2024 | 9,86% | 0,17 CHF | 0,19 CHF | 300 000 | 100 000 | 298 610 | 100 000 | 50 958 CHF | 18 842 CHF | 100,00% | 100,00% |
09/08/2024 | 9,75% | 0,17 CHF | 0,19 CHF | 300 000 | 100 000 | 296 970 | 100 000 | 50 909 CHF | 18 910 CHF | 100,00% | 100,00% |
08/08/2024 | 8,00% | 0,19 CHF | 0,21 CHF | 270 000 | 100 000 | 269 450 | 100 000 | 51 264 CHF | 20 619 CHF | 97,96% | 97,96% |
07/08/2024 | 5,67% | 0,20 CHF | 0,22 CHF | 250 000 | 100 000 | 248 956 | 100 000 | 50 042 CHF | 21 280 CHF | 100,00% | 100,00% |
06/08/2024 | 11,03% | 0,20 CHF | 0,21 CHF | 250 000 | 100 000 | 274 045 | 75 532 | 50 933 CHF | 15 592 CHF | 83,11% | 83,11% |
02/08/2024 | 23,92% | 0,19 CHF | 0,24 CHF | 270 000 | 20 000 | 261 066 | 20 000 | 50 810 CHF | 4 959 CHF | 99,12% | 99,12% |
31/07/2024 | 8,00% | 0,25 CHF | 0,27 CHF | 200 000 | 75 000 | 202 878 | 71 611 | 50 224 CHF | 19 168 CHF | 30,67% | 30,67% |