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 | 124 225 | 98 687 | 52 096 CHF | 42 492 CHF | 99,18% | 99,18% |
14/08/2024 | 2,66% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 139 952 | 98 003 | 52 106 CHF | 37 476 CHF | 98,49% | 98,49% |
13/08/2024 | 2,83% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 148 660 | 100 000 | 51 793 CHF | 35 851 CHF | 96,32% | 96,32% |
12/08/2024 | 2,79% | 0,36 CHF | 0,37 CHF | 140 000 | 100 000 | 146 480 | 100 000 | 51 761 CHF | 36 358 CHF | 100,00% | 100,00% |
09/08/2024 | 2,92% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 153 312 | 100 000 | 51 820 CHF | 34 852 CHF | 100,00% | 100,00% |
08/08/2024 | 3,44% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 179 630 | 100 000 | 51 377 CHF | 29 638 CHF | 97,95% | 97,95% |
07/08/2024 | 3,22% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 168 833 | 100 000 | 51 641 CHF | 31 610 CHF | 99,64% | 99,64% |
06/08/2024 | 4,08% | 0,29 CHF | 0,30 CHF | 180 000 | 100 000 | 177 563 | 79 262 | 51 412 CHF | 23 745 CHF | 98,06% | 98,06% |
02/08/2024 | 5,97% | 0,33 CHF | 0,36 CHF | 160 000 | 25 000 | 126 371 | 25 000 | 52 183 CHF | 11 028 CHF | 99,06% | 99,06% |
31/07/2024 | 2,00% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 92 411 | 53 513 CHF | 50 437 CHF | 30,64% | 30,64% |