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 | 9,95% | 0,26 CHF | 0,29 CHF | 92 495 | 25 000 | 91 805 | 24 895 | 24 991 CHF | 7 485 CHF | 99,19% | 99,19% |
14/08/2024 | 10,51% | 0,28 CHF | 0,31 CHF | 91 197 | 25 000 | 91 389 | 24 791 | 24 840 CHF | 7 484 CHF | 98,68% | 98,68% |
13/08/2024 | 10,68% | 0,26 CHF | 0,29 CHF | 91 830 | 25 000 | 92 484 | 25 000 | 22 845 CHF | 6 874 CHF | 96,64% | 96,64% |
12/08/2024 | 10,80% | 0,25 CHF | 0,28 CHF | 92 757 | 25 000 | 92 843 | 25 000 | 22 512 CHF | 6 753 CHF | 100,00% | 100,00% |
09/08/2024 | 10,30% | 0,25 CHF | 0,28 CHF | 92 295 | 25 000 | 93 151 | 25 000 | 21 068 CHF | 6 271 CHF | 100,00% | 100,00% |
08/08/2024 | 14,05% | 0,21 CHF | 0,24 CHF | 93 481 | 25 000 | 93 863 | 25 000 | 17 530 CHF | 5 373 CHF | 97,78% | 97,78% |
07/08/2024 | 12,80% | 0,21 CHF | 0,24 CHF | 93 470 | 25 000 | 93 728 | 25 000 | 18 183 CHF | 5 512 CHF | 100,00% | 100,00% |
06/08/2024 | 22,91% | 0,16 CHF | 0,19 CHF | 93 864 | 25 000 | 94 147 | 22 948 | 14 469 CHF | 4 412 CHF | 99,35% | 99,35% |
02/08/2024 | 35,45% | 0,20 CHF | 0,29 CHF | 92 390 | 7 500 | 93 250 | 7 500 | 19 033 CHF | 2 189 CHF | 96,74% | 96,74% |
31/07/2024 | 9,85% | 0,32 CHF | 0,35 CHF | 91 347 | 25 000 | 91 336 | 24 322 | 29 233 CHF | 8 586 CHF | 30,67% | 30,67% |