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 | 2,52% | 0,43 CHF | 0,44 CHF | 120 000 | 75 000 | 132 834 | 74 941 | 52 099 CHF | 30 228 CHF | 94,22% | 94,22% |
14/08/2024 | 2,66% | 0,39 CHF | 0,40 CHF | 130 000 | 75 000 | 136 604 | 73 028 | 52 323 CHF | 28 739 CHF | 95,36% | 95,36% |
13/08/2024 | 2,82% | 0,36 CHF | 0,37 CHF | 140 000 | 75 000 | 147 571 | 75 000 | 51 564 CHF | 26 970 CHF | 96,65% | 96,65% |
12/08/2024 | 2,82% | 0,35 CHF | 0,36 CHF | 150 000 | 75 000 | 148 794 | 75 000 | 52 084 CHF | 27 009 CHF | 100,00% | 100,00% |
09/08/2024 | 3,02% | 0,33 CHF | 0,34 CHF | 160 000 | 75 000 | 159 154 | 75 000 | 51 963 CHF | 25 243 CHF | 99,03% | 99,03% |
08/08/2024 | 4,25% | 0,31 CHF | 0,32 CHF | 170 000 | 75 000 | 144 660 | 65 812 | 41 135 CHF | 19 479 CHF | 97,55% | 97,55% |
07/08/2024 | 3,17% | 0,31 CHF | 0,32 CHF | 170 000 | 75 000 | 167 600 | 75 000 | 52 051 CHF | 24 054 CHF | 98,64% | 98,64% |
06/08/2024 | 4,68% | 0,30 CHF | 0,31 CHF | 170 000 | 75 000 | 179 992 | 54 099 | 51 242 CHF | 16 010 CHF | 95,02% | 95,02% |
02/08/2024 | 8,15% | 0,33 CHF | 0,36 CHF | 160 000 | 20 000 | 143 109 | 20 000 | 51 612 CHF | 7 833 CHF | 95,18% | 95,18% |
31/07/2024 | 2,59% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 117 039 | 68 209 | 52 878 CHF | 31 506 CHF | 30,63% | 30,63% |