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 | 3,71% | 0,34 CHF | 0,35 CHF | 150 000 | 50 000 | 136 366 | 49 160 | 51 876 CHF | 19 467 CHF | 99,20% | 99,20% |
14/08/2024 | 3,78% | 0,37 CHF | 0,39 CHF | 140 000 | 50 000 | 130 743 | 48 314 | 51 738 CHF | 19 933 CHF | 98,09% | 98,09% |
13/08/2024 | 2,45% | 0,51 CHF | 0,53 CHF | 100 000 | 50 000 | 91 612 | 50 000 | 53 171 CHF | 29 826 CHF | 96,17% | 96,17% |
12/08/2024 | 2,63% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 99 165 | 50 000 | 51 977 CHF | 27 001 CHF | 100,00% | 100,00% |
09/08/2024 | 2,96% | 0,48 CHF | 0,50 CHF | 110 000 | 50 000 | 110 211 | 50 000 | 52 153 CHF | 24 409 CHF | 99,52% | 99,52% |
08/08/2024 | 2,42% | 0,50 CHF | 0,52 CHF | 100 000 | 50 000 | 93 836 | 50 000 | 52 623 CHF | 28 855 CHF | 97,24% | 97,24% |
07/08/2024 | 2,53% | 0,49 CHF | 0,50 CHF | 110 000 | 50 000 | 94 759 | 50 000 | 52 057 CHF | 28 404 CHF | 99,91% | 99,91% |
06/08/2024 | 2,40% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 72 173 | 37 466 | 53 352 CHF | 28 044 CHF | 97,55% | 97,55% |
02/08/2024 | 4,47% | 0,92 CHF | 0,96 CHF | 60 000 | 10 000 | 60 502 | 10 000 | 52 919 CHF | 9 150 CHF | 96,93% | 96,93% |
31/07/2024 | 1,83% | 0,78 CHF | 0,79 CHF | 70 000 | 50 000 | 70 000 | 44 693 | 53 679 CHF | 34 940 CHF | 30,39% | 30,39% |