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 | 3,05% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 159 074 | 98 687 | 51 774 CHF | 33 291 CHF | 99,18% | 99,18% |
14/08/2024 | 3,52% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 181 725 | 98 541 | 51 085 CHF | 28 704 CHF | 82,72% | 82,72% |
13/08/2024 | 3,83% | 0,26 CHF | 0,27 CHF | 191 504 | 100 000 | 191 587 | 100 000 | 49 095 CHF | 26 626 CHF | 91,89% | 91,89% |
12/08/2024 | 3,76% | 0,27 CHF | 0,28 CHF | 190 000 | 100 000 | 191 489 | 100 000 | 50 010 CHF | 27 120 CHF | 83,45% | 83,45% |
09/08/2024 | 4,00% | 0,24 CHF | 0,25 CHF | 192 796 | 100 000 | 192 239 | 100 000 | 47 141 CHF | 25 527 CHF | 93,76% | 93,76% |
08/08/2024 | 5,02% | 0,22 CHF | 0,23 CHF | 195 108 | 100 000 | 195 807 | 100 000 | 38 162 CHF | 20 492 CHF | 97,84% | 97,84% |
07/08/2024 | 4,58% | 0,23 CHF | 0,24 CHF | 193 427 | 100 000 | 194 073 | 100 000 | 41 507 CHF | 22 389 CHF | 100,00% | 100,00% |
06/08/2024 | 5,82% | 0,20 CHF | 0,21 CHF | 193 180 | 100 000 | 193 963 | 79 300 | 38 458 CHF | 16 480 CHF | 98,23% | 98,23% |
02/08/2024 | 7,65% | 0,24 CHF | 0,26 CHF | 191 354 | 25 000 | 159 957 | 25 000 | 51 206 CHF | 8 722 CHF | 96,03% | 96,03% |
31/07/2024 | 2,40% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 120 000 | 92 411 | 52 847 CHF | 41 674 CHF | 30,64% | 30,64% |