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 | 5,81% | 0,29 CHF | 0,31 CHF | 180 000 | 75 000 | 191 441 | 74 133 | 51 668 CHF | 21 230 CHF | 90,99% | 90,99% |
14/08/2024 | 6,31% | 0,25 CHF | 0,26 CHF | 200 000 | 75 000 | 213 364 | 72 928 | 50 448 CHF | 18 369 CHF | 97,13% | 97,13% |
13/08/2024 | 6,44% | 0,22 CHF | 0,24 CHF | 230 000 | 75 000 | 229 204 | 75 000 | 50 555 CHF | 17 660 CHF | 96,38% | 96,38% |
12/08/2024 | 6,27% | 0,22 CHF | 0,24 CHF | 230 000 | 75 000 | 216 342 | 75 000 | 50 517 CHF | 18 661 CHF | 75,56% | 75,56% |
09/08/2024 | 6,53% | 0,21 CHF | 0,23 CHF | 240 000 | 75 000 | 235 744 | 75 000 | 50 476 CHF | 17 152 CHF | 96,57% | 96,57% |
08/08/2024 | 8,26% | 0,21 CHF | 0,22 CHF | 240 000 | 75 000 | 280 463 | 75 000 | 50 625 CHF | 14 817 CHF | 84,56% | 84,56% |
07/08/2024 | 7,64% | 0,19 CHF | 0,21 CHF | 270 000 | 75 000 | 272 909 | 75 000 | 51 035 CHF | 15 149 CHF | 89,26% | 89,26% |
06/08/2024 | 12,05% | 0,17 CHF | 0,19 CHF | 300 000 | 75 000 | 323 560 | 58 412 | 51 046 CHF | 10 340 CHF | 82,51% | 82,51% |
02/08/2024 | 26,27% | 0,14 CHF | 0,19 CHF | 360 000 | 20 000 | 315 153 | 20 000 | 51 125 CHF | 4 230 CHF | 70,69% | 70,69% |
31/07/2024 | 5,48% | 0,27 CHF | 0,28 CHF | 190 000 | 50 000 | 196 383 | 50 000 | 51 314 CHF | 13 807 CHF | 22,26% | 22,26% |