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 | 7,34% | 0,25 CHF | 0,26 CHF | 146 847 | 50 000 | 146 829 | 49 597 | 35 135 CHF | 12 763 CHF | 98,36% | 98,36% |
14/08/2024 | 7,91% | 0,23 CHF | 0,25 CHF | 147 047 | 50 000 | 147 257 | 48 978 | 33 108 CHF | 11 903 CHF | 98,49% | 98,49% |
13/08/2024 | 7,54% | 0,21 CHF | 0,23 CHF | 148 636 | 50 000 | 149 245 | 50 000 | 31 240 CHF | 11 288 CHF | 97,10% | 97,10% |
12/08/2024 | 8,38% | 0,21 CHF | 0,23 CHF | 149 259 | 50 000 | 149 958 | 50 000 | 30 461 CHF | 11 045 CHF | 97,93% | 97,93% |
09/08/2024 | 9,30% | 0,20 CHF | 0,22 CHF | 149 646 | 50 000 | 149 548 | 50 000 | 30 422 CHF | 11 163 CHF | 100,00% | 100,00% |
08/08/2024 | 8,66% | 0,20 CHF | 0,22 CHF | 149 601 | 50 000 | 150 520 | 50 000 | 27 687 CHF | 10 028 CHF | 96,21% | 96,21% |
07/08/2024 | 6,52% | 0,22 CHF | 0,24 CHF | 147 982 | 50 000 | 150 715 | 50 000 | 27 908 CHF | 9 889 CHF | 100,00% | 100,00% |
06/08/2024 | 13,07% | 0,18 CHF | 0,19 CHF | 149 817 | 50 000 | 150 945 | 39 710 | 24 690 CHF | 7 348 CHF | 99,56% | 99,56% |
02/08/2024 | 25,60% | 0,15 CHF | 0,21 CHF | 151 622 | 10 000 | 150 672 | 10 000 | 27 337 CHF | 2 345 CHF | 95,01% | 95,01% |
31/07/2024 | 6,92% | 0,27 CHF | 0,28 CHF | 146 904 | 50 000 | 146 792 | 47 475 | 39 059 CHF | 13 556 CHF | 29,49% | 29,49% |