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 | 3,57% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 179 509 | 98 661 | 50 143 CHF | 28 670 CHF | 97,25% | 97,25% |
14/08/2024 | 4,27% | 0,23 CHF | 0,24 CHF | 189 249 | 100 000 | 188 831 | 98 003 | 44 022 CHF | 23 846 CHF | 98,48% | 98,48% |
13/08/2024 | 4,68% | 0,21 CHF | 0,22 CHF | 191 184 | 100 000 | 191 629 | 100 000 | 40 030 CHF | 21 891 CHF | 96,32% | 96,32% |
12/08/2024 | 4,56% | 0,22 CHF | 0,23 CHF | 190 747 | 100 000 | 191 702 | 100 000 | 41 153 CHF | 22 469 CHF | 100,00% | 100,00% |
09/08/2024 | 4,92% | 0,19 CHF | 0,20 CHF | 193 077 | 100 000 | 192 257 | 100 000 | 38 235 CHF | 20 893 CHF | 99,39% | 99,39% |
08/08/2024 | 6,61% | 0,17 CHF | 0,18 CHF | 194 401 | 100 000 | 195 799 | 100 000 | 28 791 CHF | 15 707 CHF | 97,95% | 97,95% |
07/08/2024 | 5,84% | 0,18 CHF | 0,19 CHF | 193 509 | 100 000 | 194 245 | 100 000 | 32 391 CHF | 17 677 CHF | 100,00% | 100,00% |
06/08/2024 | 7,63% | 0,15 CHF | 0,16 CHF | 193 443 | 100 000 | 193 989 | 79 368 | 29 185 CHF | 12 696 CHF | 98,56% | 98,56% |
02/08/2024 | 8,87% | 0,19 CHF | 0,22 CHF | 191 291 | 25 000 | 178 214 | 25 000 | 48 985 CHF | 7 544 CHF | 98,94% | 98,94% |
31/07/2024 | 2,70% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 130 000 | 92 411 | 51 572 CHF | 37 659 CHF | 30,64% | 30,64% |