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 | 3,37% | 0,52 CHF | 0,53 CHF | 200 000 | 200 000 | 74 560 | 74 560 | 38 848 CHF | 39 907 CHF | 97,53% | 97,53% |
14/08/2024 | 2,68% | 0,46 CHF | 0,47 CHF | 100 000 | 100 000 | 59 255 | 59 255 | 29 816 CHF | 30 510 CHF | 40,48% | 40,48% |
13/08/2024 | 2,85% | 0,63 CHF | 0,64 CHF | 200 000 | 200 000 | 76 777 | 76 777 | 47 494 CHF | 48 570 CHF | 94,19% | 94,19% |
12/08/2024 | 2,80% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 37 469 | 37 469 | 23 645 CHF | 24 176 CHF | 99,14% | 99,14% |
09/08/2024 | 3,12% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 36 743 | 36 743 | 20 258 CHF | 20 784 CHF | 98,63% | 98,63% |
08/08/2024 | 3,34% | 0,60 CHF | 0,61 CHF | 200 000 | 200 000 | 76 411 | 76 411 | 42 669 CHF | 43 742 CHF | 94,31% | 94,31% |
07/08/2024 | 3,06% | 0,57 CHF | 0,58 CHF | 200 000 | 200 000 | 81 471 | 81 471 | 46 685 CHF | 47 796 CHF | 83,07% | 83,07% |
06/08/2024 | 3,42% | 0,50 CHF | 0,51 CHF | 200 000 | 200 000 | 69 376 | 69 376 | 34 553 CHF | 35 573 CHF | 91,06% | 91,06% |
02/08/2024 | 4,12% | 0,76 CHF | 0,78 CHF | 100 000 | 100 000 | 69 839 | 37 020 | 58 314 CHF | 31 195 CHF | 97,37% | 97,37% |
30/07/2024 | 3,55% | 0,95 CHF | 0,97 CHF | 100 000 | 100 000 | 65 606 | 37 197 | 64 874 CHF | 37 968 CHF | 99,03% | 99,03% |