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 | 2,39% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 126 088 | 98 687 | 52 209 CHF | 41 969 CHF | 99,18% | 99,18% |
14/08/2024 | 2,73% | 0,36 CHF | 0,37 CHF | 140 000 | 100 000 | 139 958 | 97 950 | 51 624 CHF | 37 127 CHF | 98,48% | 98,48% |
13/08/2024 | 2,85% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 149 433 | 100 000 | 51 764 CHF | 35 645 CHF | 96,93% | 96,93% |
12/08/2024 | 2,82% | 0,36 CHF | 0,37 CHF | 140 000 | 100 000 | 148 247 | 100 000 | 51 883 CHF | 36 013 CHF | 100,00% | 100,00% |
09/08/2024 | 2,95% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 155 062 | 100 000 | 51 759 CHF | 34 422 CHF | 100,00% | 100,00% |
08/08/2024 | 3,48% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 180 754 | 100 000 | 51 118 CHF | 29 314 CHF | 96,34% | 96,34% |
07/08/2024 | 3,26% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 170 050 | 100 000 | 51 362 CHF | 31 230 CHF | 100,00% | 100,00% |
06/08/2024 | 4,15% | 0,29 CHF | 0,30 CHF | 180 000 | 100 000 | 179 800 | 79 512 | 51 424 CHF | 23 556 CHF | 99,24% | 99,24% |
02/08/2024 | 6,22% | 0,33 CHF | 0,35 CHF | 160 000 | 25 000 | 128 670 | 25 000 | 52 342 CHF | 10 891 CHF | 99,11% | 99,11% |
31/07/2024 | 1,97% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 92 411 | 53 002 CHF | 49 943 CHF | 30,64% | 30,64% |