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 | 3,58% | 0,63 CHF | 0,65 CHF | 80 000 | 25 000 | 96 126 | 24 994 | 52 509 CHF | 14 222 CHF | 94,22% | 94,22% |
14/08/2024 | 3,78% | 0,54 CHF | 0,56 CHF | 100 000 | 25 000 | 99 538 | 24 829 | 53 356 CHF | 13 824 CHF | 94,97% | 94,97% |
13/08/2024 | 4,21% | 0,49 CHF | 0,51 CHF | 110 000 | 25 000 | 114 575 | 25 000 | 52 256 CHF | 11 909 CHF | 96,65% | 96,65% |
12/08/2024 | 4,16% | 0,47 CHF | 0,49 CHF | 110 000 | 25 000 | 114 476 | 25 000 | 52 212 CHF | 11 897 CHF | 100,00% | 100,00% |
09/08/2024 | 4,61% | 0,42 CHF | 0,44 CHF | 120 000 | 25 000 | 127 577 | 25 000 | 52 070 CHF | 10 694 CHF | 98,91% | 98,91% |
08/08/2024 | 6,41% | 0,38 CHF | 0,40 CHF | 140 000 | 25 000 | 122 494 | 21 910 | 40 088 CHF | 7 671 CHF | 96,99% | 96,99% |
07/08/2024 | 4,87% | 0,38 CHF | 0,40 CHF | 140 000 | 25 000 | 139 341 | 25 000 | 52 074 CHF | 9 827 CHF | 96,99% | 96,99% |
06/08/2024 | 7,77% | 0,35 CHF | 0,37 CHF | 150 000 | 25 000 | 156 322 | 22 922 | 51 852 CHF | 8 213 CHF | 95,56% | 95,56% |
02/08/2024 | 11,15% | 0,45 CHF | 0,51 CHF | 120 000 | 7 500 | 101 255 | 7 500 | 52 752 CHF | 4 378 CHF | 93,28% | 93,28% |
31/07/2024 | 3,04% | 0,72 CHF | 0,74 CHF | 70 000 | 25 000 | 70 081 | 24 491 | 53 015 CHF | 19 074 CHF | 30,63% | 30,63% |