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 | 5,88% | 0,18 CHF | 0,19 CHF | 280 000 | 100 000 | 305 492 | 99 459 | 51 031 CHF | 17 702 CHF | 98,29% | 98,29% |
14/08/2024 | 6,10% | 0,16 CHF | 0,17 CHF | 320 000 | 100 000 | 303 285 | 98 495 | 51 010 CHF | 17 611 CHF | 81,86% | 81,86% |
13/08/2024 | 6,04% | 0,16 CHF | 0,17 CHF | 320 000 | 100 000 | 318 643 | 100 000 | 51 147 CHF | 17 068 CHF | 96,74% | 96,74% |
12/08/2024 | 5,96% | 0,16 CHF | 0,17 CHF | 320 000 | 100 000 | 314 180 | 100 000 | 51 108 CHF | 17 291 CHF | 96,80% | 96,80% |
09/08/2024 | 5,56% | 0,17 CHF | 0,18 CHF | 300 000 | 100 000 | 291 980 | 100 000 | 51 018 CHF | 18 577 CHF | 100,00% | 100,00% |
08/08/2024 | 5,85% | 0,18 CHF | 0,19 CHF | 280 000 | 100 000 | 307 469 | 100 000 | 50 987 CHF | 17 684 CHF | 96,60% | 96,60% |
07/08/2024 | 5,48% | 0,20 CHF | 0,21 CHF | 250 000 | 100 000 | 286 493 | 100 000 | 50 802 CHF | 18 812 CHF | 99,37% | 99,37% |
06/08/2024 | 12,59% | 0,16 CHF | 0,17 CHF | 50 000 | 50 000 | 39 381 | 39 381 | 6 714 CHF | 7 568 CHF | 96,47% | 96,47% |
02/08/2024 | 14,21% | 0,17 CHF | 0,20 CHF | 300 000 | 25 000 | 257 737 | 25 000 | 50 485 CHF | 5 686 CHF | 94,71% | 94,71% |
31/07/2024 | 3,89% | 0,29 CHF | 0,30 CHF | 180 000 | 100 000 | 178 952 | 97 089 | 52 069 CHF | 29 355 CHF | 29,81% | 29,81% |