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 | 5,67% | 0,19 CHF | 0,20 CHF | 270 000 | 200 000 | 298 600 | 196 850 | 51 123 CHF | 35 857 CHF | 99,18% | 99,18% |
14/08/2024 | 5,98% | 0,16 CHF | 0,17 CHF | 320 000 | 200 000 | 315 581 | 194 951 | 51 155 CHF | 33 582 CHF | 98,48% | 98,48% |
13/08/2024 | 6,85% | 0,15 CHF | 0,16 CHF | 345 635 | 200 000 | 345 202 | 200 000 | 48 657 CHF | 30 193 CHF | 63,19% | 63,19% |
12/08/2024 | 6,87% | 0,14 CHF | 0,15 CHF | 349 276 | 200 000 | 346 507 | 200 000 | 48 735 CHF | 30 132 CHF | 76,35% | 76,35% |
09/08/2024 | 6,68% | 0,15 CHF | 0,16 CHF | 347 539 | 200 000 | 342 176 | 200 000 | 49 547 CHF | 30 982 CHF | 88,33% | 88,33% |
08/08/2024 | 8,52% | 0,12 CHF | 0,13 CHF | 353 539 | 200 000 | 351 957 | 200 000 | 39 712 CHF | 24 575 CHF | 97,96% | 97,96% |
07/08/2024 | 6,09% | 0,16 CHF | 0,17 CHF | 320 000 | 200 000 | 321 321 | 200 000 | 51 176 CHF | 33 861 CHF | 87,47% | 87,47% |
06/08/2024 | 7,53% | 0,13 CHF | 0,14 CHF | 343 136 | 200 000 | 345 317 | 160 854 | 44 236 CHF | 22 103 CHF | 96,27% | 96,27% |
02/08/2024 | 5,37% | 0,16 CHF | 0,17 CHF | 320 000 | 50 000 | 281 275 | 50 000 | 50 998 CHF | 9 615 CHF | 99,00% | 99,00% |
31/07/2024 | 4,40% | 0,22 CHF | 0,23 CHF | 230 000 | 200 000 | 227 298 | 177 487 | 50 513 CHF | 41 187 CHF | 28,71% | 28,71% |