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 | 2,69% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 138 624 | 98 687 | 51 471 CHF | 37 784 CHF | 99,18% | 99,18% |
14/08/2024 | 3,11% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 159 145 | 98 003 | 51 801 CHF | 32 917 CHF | 98,48% | 98,48% |
13/08/2024 | 3,28% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 172 250 | 100 000 | 51 644 CHF | 30 999 CHF | 90,45% | 90,45% |
12/08/2024 | 3,22% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 169 286 | 100 000 | 51 779 CHF | 31 600 CHF | 100,00% | 100,00% |
09/08/2024 | 3,39% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 177 387 | 100 000 | 51 394 CHF | 30 018 CHF | 100,00% | 100,00% |
08/08/2024 | 4,15% | 0,27 CHF | 0,28 CHF | 195 304 | 100 000 | 195 882 | 100 000 | 46 344 CHF | 24 661 CHF | 91,05% | 91,05% |
07/08/2024 | 3,80% | 0,27 CHF | 0,28 CHF | 190 000 | 100 000 | 192 875 | 100 000 | 49 803 CHF | 26 837 CHF | 98,24% | 98,24% |
06/08/2024 | 4,99% | 0,24 CHF | 0,25 CHF | 193 508 | 100 000 | 193 806 | 80 007 | 46 895 CHF | 20 174 CHF | 96,68% | 96,68% |
02/08/2024 | 6,92% | 0,28 CHF | 0,31 CHF | 180 000 | 25 000 | 142 014 | 25 000 | 51 730 CHF | 9 842 CHF | 98,49% | 98,49% |
31/07/2024 | 2,17% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 110 000 | 92 411 | 53 674 CHF | 46 070 CHF | 30,64% | 30,64% |