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 | 2,89% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 150 210 | 98 687 | 52 112 CHF | 35 392 CHF | 99,18% | 99,18% |
14/08/2024 | 3,30% | 0,30 CHF | 0,31 CHF | 170 000 | 100 000 | 171 586 | 98 003 | 51 696 CHF | 30 530 CHF | 98,49% | 98,49% |
13/08/2024 | 3,54% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 183 730 | 100 000 | 50 920 CHF | 28 729 CHF | 96,32% | 96,32% |
12/08/2024 | 3,46% | 0,29 CHF | 0,30 CHF | 180 000 | 100 000 | 179 658 | 100 000 | 51 020 CHF | 29 409 CHF | 84,63% | 84,63% |
09/08/2024 | 3,69% | 0,26 CHF | 0,27 CHF | 192 796 | 100 000 | 188 055 | 100 000 | 50 131 CHF | 27 695 CHF | 96,08% | 96,08% |
08/08/2024 | 4,55% | 0,24 CHF | 0,25 CHF | 194 337 | 100 000 | 195 760 | 100 000 | 42 166 CHF | 22 542 CHF | 97,95% | 97,95% |
07/08/2024 | 4,19% | 0,25 CHF | 0,26 CHF | 193 425 | 100 000 | 194 083 | 100 000 | 45 463 CHF | 24 426 CHF | 100,00% | 100,00% |
06/08/2024 | 5,55% | 0,23 CHF | 0,24 CHF | 193 203 | 100 000 | 193 875 | 77 650 | 42 695 CHF | 17 907 CHF | 90,98% | 90,98% |
02/08/2024 | 7,14% | 0,27 CHF | 0,29 CHF | 191 107 | 25 000 | 151 311 | 25 000 | 51 865 CHF | 9 280 CHF | 95,82% | 95,82% |
31/07/2024 | 2,28% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 110 241 | 92 411 | 50 797 CHF | 43 553 CHF | 30,64% | 30,64% |