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 | 2,61% | 0,37 CHF | 0,38 CHF | 119 821 | 50 000 | 119 768 | 49 863 | 45 916 CHF | 19 621 CHF | 98,38% | 98,38% |
14/08/2024 | 2,62% | 0,39 CHF | 0,40 CHF | 119 487 | 50 000 | 118 976 | 49 506 | 45 252 CHF | 19 323 CHF | 98,49% | 98,49% |
13/08/2024 | 2,43% | 0,39 CHF | 0,40 CHF | 119 544 | 50 000 | 120 302 | 50 000 | 48 968 CHF | 20 852 CHF | 96,74% | 96,74% |
12/08/2024 | 2,45% | 0,40 CHF | 0,41 CHF | 120 554 | 50 000 | 120 529 | 50 000 | 48 636 CHF | 20 674 CHF | 100,00% | 100,00% |
09/08/2024 | 2,51% | 0,40 CHF | 0,41 CHF | 119 819 | 50 000 | 119 619 | 50 000 | 47 049 CHF | 20 165 CHF | 100,00% | 100,00% |
08/08/2024 | 2,47% | 0,39 CHF | 0,40 CHF | 119 571 | 50 000 | 119 163 | 50 000 | 47 706 CHF | 20 517 CHF | 96,70% | 96,70% |
07/08/2024 | 2,63% | 0,35 CHF | 0,36 CHF | 118 275 | 75 000 | 118 483 | 75 000 | 44 528 CHF | 28 934 CHF | 100,00% | 100,00% |
06/08/2024 | 5,27% | 0,41 CHF | 0,43 CHF | 25 000 | 25 000 | 19 759 | 19 759 | 8 307 CHF | 8 730 CHF | 96,63% | 96,63% |
02/08/2024 | 14,53% | 0,18 CHF | 0,21 CHF | 112 612 | 10 000 | 113 678 | 10 000 | 20 803 CHF | 2 114 CHF | 98,56% | 98,56% |
31/07/2024 | 6,31% | 0,18 CHF | 0,19 CHF | 114 669 | 50 000 | 114 400 | 47 196 | 19 474 CHF | 8 563 CHF | 18,05% | 18,05% |