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 | 10,96% | 0,34 CHF | 0,37 CHF | 200 000 | 200 000 | 129 441 | 74 645 | 57 251 CHF | 34 314 CHF | 99,11% | 99,11% |
14/08/2024 | 10,37% | 0,54 CHF | 0,57 CHF | 200 000 | 200 000 | 131 172 | 76 811 | 66 040 CHF | 43 515 CHF | 85,59% | 85,59% |
13/08/2024 | 12,54% | 0,60 CHF | 0,65 CHF | 200 000 | 200 000 | 108 797 | 79 223 | 68 178 CHF | 53 929 CHF | 88,12% | 88,12% |
12/08/2024 | 10,30% | 0,68 CHF | 0,73 CHF | 100 000 | 100 000 | 73 647 | 37 363 | 59 551 CHF | 32 146 CHF | 98,95% | 98,95% |
09/08/2024 | 11,26% | 0,93 CHF | 0,98 CHF | 100 000 | 100 000 | 81 285 | 37 703 | 63 392 CHF | 34 697 CHF | 94,58% | 94,58% |
08/08/2024 | 15,41% | 1,14 CHF | 1,29 CHF | 50 000 | 50 000 | 37 665 | 19 072 | 58 118 CHF | 31 728 CHF | 92,77% | 92,77% |
07/08/2024 | 18,43% | 1,05 CHF | 1,20 CHF | 50 000 | 50 000 | 42 580 | 18 281 | 55 146 CHF | 26 077 CHF | 97,88% | 97,88% |
06/08/2024 | 13,89% | 1,58 CHF | 1,68 CHF | 100 000 | 100 000 | 64 854 | 43 039 | 82 390 CHF | 64 515 CHF | 71,90% | 71,90% |
02/08/2024 | 11,09% | 1,12 CHF | 1,22 CHF | 50 000 | 50 000 | 38 561 | 18 431 | 57 152 CHF | 28 475 CHF | 96,68% | 96,68% |
30/07/2024 | - | 6,52 CHF | - CHF | 20 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,90% |