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 | 5,06% | 0,28 CHF | 0,30 CHF | 80 769 | 50 000 | 80 824 | 49 160 | 24 502 CHF | 15 671 CHF | 99,17% | 99,17% |
14/08/2024 | 4,64% | 0,28 CHF | 0,30 CHF | 80 092 | 50 000 | 80 653 | 48 697 | 25 853 CHF | 16 344 CHF | 98,49% | 98,49% |
13/08/2024 | 3,38% | 0,40 CHF | 0,42 CHF | 82 087 | 50 000 | 82 459 | 50 000 | 34 529 CHF | 21 654 CHF | 96,93% | 96,93% |
12/08/2024 | 3,54% | 0,44 CHF | 0,45 CHF | 82 864 | 50 000 | 82 740 | 50 000 | 35 134 CHF | 21 994 CHF | 100,00% | 100,00% |
09/08/2024 | 3,24% | 0,46 CHF | 0,47 CHF | 82 837 | 50 000 | 83 161 | 50 000 | 39 410 CHF | 24 474 CHF | 100,00% | 100,00% |
08/08/2024 | 2,61% | 0,54 CHF | 0,55 CHF | 84 215 | 50 000 | 84 368 | 50 000 | 48 737 CHF | 29 643 CHF | 95,68% | 95,68% |
07/08/2024 | 2,72% | 0,49 CHF | 0,51 CHF | 83 512 | 50 000 | 83 628 | 50 000 | 43 947 CHF | 26 997 CHF | 99,98% | 99,98% |
06/08/2024 | 3,29% | 0,61 CHF | 0,63 CHF | 84 289 | 50 000 | 81 855 | 40 674 | 51 713 CHF | 26 740 CHF | 92,18% | 92,18% |
02/08/2024 | 9,78% | 0,59 CHF | 0,63 CHF | 84 580 | 10 000 | 83 784 | 10 000 | 40 267 CHF | 5 290 CHF | 98,00% | 98,00% |
31/07/2024 | 6,79% | 0,26 CHF | 0,27 CHF | 81 143 | 50 000 | 80 891 | 44 728 | 20 001 CHF | 11 859 CHF | 30,54% | 30,54% |