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 | 3,20% | 0,52 CHF | 0,54 CHF | 100 000 | 75 000 | 100 000 | 74 598 | 51 841 CHF | 39 925 CHF | 98,36% | 98,36% |
14/08/2024 | 2,54% | 0,52 CHF | 0,54 CHF | 100 000 | 75 000 | 100 000 | 73 978 | 51 886 CHF | 39 365 CHF | 98,49% | 98,49% |
13/08/2024 | 3,10% | 0,54 CHF | 0,55 CHF | 100 000 | 75 000 | 101 620 | 75 000 | 51 518 CHF | 39 241 CHF | 97,10% | 97,10% |
12/08/2024 | 3,68% | 0,47 CHF | 0,49 CHF | 110 000 | 75 000 | 116 091 | 75 000 | 51 828 CHF | 34 783 CHF | 90,01% | 90,01% |
09/08/2024 | 2,89% | 0,52 CHF | 0,54 CHF | 100 000 | 75 000 | 99 966 | 75 000 | 53 548 CHF | 41 355 CHF | 100,00% | 100,00% |
08/08/2024 | 3,04% | 0,48 CHF | 0,50 CHF | 110 000 | 75 000 | 110 000 | 75 000 | 52 925 CHF | 37 201 CHF | 96,70% | 96,70% |
07/08/2024 | 3,45% | 0,50 CHF | 0,52 CHF | 100 000 | 75 000 | 109 266 | 75 000 | 52 656 CHF | 37 423 CHF | 100,00% | 100,00% |
06/08/2024 | 4,64% | 0,46 CHF | 0,48 CHF | 110 000 | 75 000 | 115 985 | 64 711 | 52 634 CHF | 30 684 CHF | 99,56% | 99,56% |
02/08/2024 | 9,58% | 0,48 CHF | 0,53 CHF | 60 000 | 20 000 | 60 000 | 20 000 | 30 107 CHF | 11 045 CHF | 95,59% | 95,59% |
31/07/2024 | 3,44% | 0,54 CHF | 0,56 CHF | 100 000 | 75 000 | 100 000 | 72 475 | 53 546 CHF | 40 175 CHF | 29,49% | 29,49% |