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 | 3,06% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 158 493 | 98 687 | 51 777 CHF | 33 419 CHF | 99,18% | 99,18% |
14/08/2024 | 3,51% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 181 271 | 98 588 | 51 061 CHF | 28 772 CHF | 85,52% | 85,52% |
13/08/2024 | 3,82% | 0,26 CHF | 0,27 CHF | 191 504 | 100 000 | 191 536 | 100 000 | 49 161 CHF | 26 668 CHF | 91,43% | 91,43% |
12/08/2024 | 3,74% | 0,27 CHF | 0,28 CHF | 190 000 | 100 000 | 190 617 | 100 000 | 50 022 CHF | 27 252 CHF | 80,92% | 80,92% |
09/08/2024 | 3,99% | 0,24 CHF | 0,25 CHF | 192 796 | 100 000 | 192 181 | 100 000 | 47 318 CHF | 25 627 CHF | 93,88% | 93,88% |
08/08/2024 | 5,00% | 0,22 CHF | 0,23 CHF | 194 337 | 100 000 | 195 760 | 100 000 | 38 251 CHF | 20 542 CHF | 97,95% | 97,95% |
07/08/2024 | 4,57% | 0,23 CHF | 0,24 CHF | 193 425 | 100 000 | 194 083 | 100 000 | 41 581 CHF | 22 426 CHF | 100,00% | 100,00% |
06/08/2024 | 5,82% | 0,20 CHF | 0,21 CHF | 193 180 | 100 000 | 193 963 | 79 300 | 38 458 CHF | 16 480 CHF | 98,23% | 98,23% |
02/08/2024 | 7,62% | 0,24 CHF | 0,27 CHF | 191 188 | 25 000 | 158 799 | 25 000 | 51 467 CHF | 8 822 CHF | 93,11% | 93,11% |
31/07/2024 | 2,42% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 120 000 | 92 411 | 53 224 CHF | 41 973 CHF | 30,64% | 30,64% |