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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/08/2024 | 2.37% | 0.41 CHF | 0.42 CHF | 130,000 | 50,000 | 123,763 | 49,267 | 51,585 CHF | 21,038 CHF | 98.49% | 98.49% |
13/08/2024 | 2.24% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 119,322 | 50,000 | 52,613 CHF | 22,552 CHF | 96.93% | 96.93% |
12/08/2024 | 2.26% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 120,000 | 50,000 | 52,539 CHF | 22,391 CHF | 100.00% | 100.00% |
09/08/2024 | 2.25% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 119,961 | 50,000 | 52,670 CHF | 22,454 CHF | 100.00% | 100.00% |
08/08/2024 | 2.27% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 119,867 | 50,000 | 52,137 CHF | 22,249 CHF | 97.96% | 97.96% |
07/08/2024 | 3.41% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 29,889 | 26,239 | 13,688 CHF | 12,584 CHF | 71.53% | 71.53% |
06/08/2024 | 2.41% | 0.46 CHF | 0.47 CHF | 110,000 | 50,000 | 117,296 | 40,101 | 52,540 CHF | 18,482 CHF | 96.98% | 96.98% |
02/08/2024 | 4.25% | 0.45 CHF | 0.47 CHF | 120,000 | 10,000 | 117,997 | 10,000 | 52,772 CHF | 4,669 CHF | 96.89% | 96.89% |
31/07/2024 | 2.60% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 135,311 | 47,454 | 52,028 CHF | 18,724 CHF | 30.60% | 30.60% |
30/07/2024 | 2.58% | 0.39 CHF | 0.40 CHF | 130,000 | 50,000 | 137,385 | 50,000 | 52,502 CHF | 19,615 CHF | 97.53% | 97.53% |