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 | 2,17% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 113 476 | 98 687 | 52 371 CHF | 46 666 CHF | 99,18% | 99,18% |
14/08/2024 | 2,44% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 125 215 | 98 003 | 52 013 CHF | 41 738 CHF | 98,49% | 98,49% |
13/08/2024 | 2,53% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 132 480 | 100 000 | 51 642 CHF | 39 999 CHF | 90,45% | 90,45% |
12/08/2024 | 2,48% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 130 215 | 100 000 | 51 831 CHF | 40 808 CHF | 100,00% | 100,00% |
09/08/2024 | 2,59% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 136 044 | 100 000 | 51 754 CHF | 39 082 CHF | 100,00% | 100,00% |
08/08/2024 | 2,99% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 158 099 | 100 000 | 52 003 CHF | 33 940 CHF | 97,95% | 97,95% |
07/08/2024 | 2,83% | 0,36 CHF | 0,37 CHF | 140 000 | 100 000 | 148 248 | 100 000 | 51 708 CHF | 35 905 CHF | 100,00% | 100,00% |
06/08/2024 | 3,72% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 155 777 | 79 509 | 51 726 CHF | 27 253 CHF | 99,24% | 99,24% |
02/08/2024 | 5,40% | 0,37 CHF | 0,40 CHF | 140 000 | 25 000 | 115 077 | 25 000 | 52 263 CHF | 12 051 CHF | 98,24% | 98,24% |
31/07/2024 | 1,86% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 97 972 | 92 411 | 56 511 CHF | 54 293 CHF | 30,64% | 30,64% |