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 | 3,01% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 156 412 | 99 460 | 51 840 CHF | 34 001 CHF | 98,37% | 98,37% |
14/08/2024 | 3,01% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 156 184 | 98 749 | 52 107 CHF | 33 959 CHF | 98,49% | 98,49% |
13/08/2024 | - | 0,30 CHF | 0,35 CHF | 170 000 | 50 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
12/08/2024 | 2,99% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 158 459 | 100 000 | 52 244 CHF | 33 980 CHF | 97,23% | 97,23% |
09/08/2024 | 2,89% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 152 466 | 100 000 | 51 959 CHF | 35 130 CHF | 100,00% | 100,00% |
08/08/2024 | 2,95% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 156 513 | 100 000 | 52 216 CHF | 34 397 CHF | 95,66% | 95,66% |
07/08/2024 | 2,87% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 150 591 | 100 000 | 51 671 CHF | 35 348 CHF | 99,38% | 99,38% |
06/08/2024 | 6,58% | 0,32 CHF | 0,34 CHF | 50 000 | 50 000 | 39 681 | 39 681 | 13 335 CHF | 14 196 CHF | 99,28% | 99,28% |
02/08/2024 | 7,94% | 0,33 CHF | 0,36 CHF | 160 000 | 25 000 | 143 500 | 25 000 | 52 051 CHF | 9 841 CHF | 95,59% | 95,59% |
31/07/2024 | 2,25% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 113 334 | 97 089 | 51 734 CHF | 45 328 CHF | 29,81% | 29,81% |