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 | 2,68% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 138 554 | 98 687 | 51 522 CHF | 37 836 CHF | 99,18% | 99,18% |
14/08/2024 | 3,04% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 158 788 | 98 003 | 51 858 CHF | 33 005 CHF | 98,49% | 98,49% |
13/08/2024 | 3,25% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 170 575 | 100 000 | 51 686 CHF | 31 311 CHF | 96,32% | 96,32% |
12/08/2024 | 3,19% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 168 443 | 100 000 | 52 008 CHF | 31 889 CHF | 100,00% | 100,00% |
09/08/2024 | 3,36% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 175 735 | 100 000 | 51 439 CHF | 30 308 CHF | 100,00% | 100,00% |
08/08/2024 | 4,11% | 0,27 CHF | 0,28 CHF | 195 524 | 100 000 | 195 899 | 100 000 | 46 737 CHF | 24 859 CHF | 90,84% | 90,84% |
07/08/2024 | 3,77% | 0,27 CHF | 0,28 CHF | 190 000 | 100 000 | 192 155 | 100 000 | 50 030 CHF | 27 057 CHF | 89,06% | 89,06% |
06/08/2024 | 4,96% | 0,25 CHF | 0,26 CHF | 193 642 | 100 000 | 193 672 | 80 345 | 47 263 CHF | 20 433 CHF | 96,50% | 96,50% |
02/08/2024 | 7,08% | 0,28 CHF | 0,31 CHF | 180 000 | 25 000 | 142 120 | 25 000 | 51 732 CHF | 9 852 CHF | 98,24% | 98,24% |
31/07/2024 | 2,19% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 109 991 | 92 411 | 53 771 CHF | 46 167 CHF | 30,64% | 30,64% |