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 | 4,28% | 0,25 CHF | 0,26 CHF | 200 000 | 75 000 | 220 321 | 74 941 | 50 442 CHF | 17 963 CHF | 94,22% | 94,22% |
14/08/2024 | 4,45% | 0,22 CHF | 0,23 CHF | 230 000 | 75 000 | 226 848 | 73 028 | 50 600 CHF | 17 037 CHF | 95,36% | 95,36% |
13/08/2024 | 4,82% | 0,21 CHF | 0,22 CHF | 240 000 | 75 000 | 248 090 | 75 000 | 50 177 CHF | 15 929 CHF | 96,65% | 96,65% |
12/08/2024 | 4,82% | 0,21 CHF | 0,22 CHF | 240 000 | 75 000 | 247 449 | 75 000 | 50 102 CHF | 15 941 CHF | 100,00% | 100,00% |
09/08/2024 | 5,23% | 0,19 CHF | 0,20 CHF | 270 000 | 75 000 | 273 348 | 75 000 | 50 947 CHF | 14 736 CHF | 99,03% | 99,03% |
08/08/2024 | 7,50% | 0,18 CHF | 0,19 CHF | 280 000 | 75 000 | 250 793 | 65 789 | 39 917 CHF | 11 230 CHF | 97,63% | 97,63% |
07/08/2024 | 5,45% | 0,18 CHF | 0,19 CHF | 280 000 | 75 000 | 283 365 | 75 000 | 50 605 CHF | 14 156 CHF | 98,56% | 98,56% |
06/08/2024 | 7,98% | 0,17 CHF | 0,18 CHF | 300 000 | 75 000 | 313 817 | 54 721 | 51 115 CHF | 9 553 CHF | 97,93% | 97,93% |
02/08/2024 | 13,75% | 0,19 CHF | 0,22 CHF | 270 000 | 20 000 | 245 931 | 20 000 | 50 400 CHF | 4 710 CHF | 95,19% | 95,19% |
31/07/2024 | 4,38% | 0,25 CHF | 0,26 CHF | 200 000 | 75 000 | 197 241 | 68 218 | 51 564 CHF | 18 545 CHF | 30,67% | 30,67% |