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 | 4,64% | 0,24 CHF | 0,25 CHF | 210 000 | 50 000 | 214 125 | 49 731 | 50 457 CHF | 12 284 CHF | 97,03% | 97,03% |
14/08/2024 | 4,64% | 0,24 CHF | 0,25 CHF | 210 000 | 50 000 | 210 222 | 49 475 | 50 378 CHF | 12 426 CHF | 97,25% | 97,25% |
13/08/2024 | 4,48% | 0,25 CHF | 0,26 CHF | 200 000 | 50 000 | 211 308 | 50 000 | 50 369 CHF | 12 484 CHF | 96,54% | 96,54% |
12/08/2024 | 4,23% | 0,24 CHF | 0,25 CHF | 210 000 | 50 000 | 201 167 | 50 000 | 50 343 CHF | 13 067 CHF | 98,06% | 98,06% |
09/08/2024 | 3,72% | 0,29 CHF | 0,30 CHF | 180 000 | 50 000 | 179 646 | 50 000 | 51 212 CHF | 14 813 CHF | 100,00% | 100,00% |
08/08/2024 | 4,12% | 0,30 CHF | 0,31 CHF | 170 000 | 50 000 | 191 321 | 50 000 | 51 216 CHF | 13 992 CHF | 97,72% | 97,72% |
07/08/2024 | 3,46% | 0,33 CHF | 0,34 CHF | 160 000 | 50 000 | 162 807 | 50 000 | 51 734 CHF | 16 475 CHF | 96,41% | 96,41% |
06/08/2024 | 5,49% | 0,28 CHF | 0,29 CHF | 180 000 | 50 000 | 182 268 | 39 709 | 51 117 CHF | 11 729 CHF | 98,95% | 98,95% |
02/08/2024 | 9,71% | 0,31 CHF | 0,35 CHF | 170 000 | 10 000 | 154 867 | 10 000 | 51 846 CHF | 3 692 CHF | 86,95% | 86,95% |
31/07/2024 | 3,12% | 0,45 CHF | 0,46 CHF | 120 000 | 50 000 | 126 149 | 47 331 | 52 110 CHF | 20 282 CHF | 29,17% | 29,17% |