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 | 2,15% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 112 118 | 98 687 | 52 218 CHF | 47 113 CHF | 99,18% | 99,18% |
14/08/2024 | 2,38% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 122 061 | 98 003 | 51 338 CHF | 42 229 CHF | 98,48% | 98,48% |
13/08/2024 | 2,49% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 130 000 | 100 000 | 51 648 CHF | 40 729 CHF | 96,31% | 96,31% |
12/08/2024 | 2,46% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 130 028 | 100 000 | 52 225 CHF | 41 167 CHF | 100,00% | 100,00% |
09/08/2024 | 2,56% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 134 826 | 100 000 | 52 056 CHF | 39 650 CHF | 100,00% | 100,00% |
08/08/2024 | 2,95% | 0,36 CHF | 0,37 CHF | 140 000 | 100 000 | 154 770 | 100 000 | 51 767 CHF | 34 492 CHF | 97,84% | 97,84% |
07/08/2024 | 2,79% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 146 923 | 100 000 | 51 957 CHF | 36 389 CHF | 100,00% | 100,00% |
06/08/2024 | 3,40% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 153 350 | 79 149 | 51 758 CHF | 27 498 CHF | 97,51% | 97,51% |
02/08/2024 | 5,33% | 0,38 CHF | 0,41 CHF | 140 000 | 25 000 | 113 016 | 25 000 | 52 109 CHF | 12 225 CHF | 98,49% | 98,49% |
31/07/2024 | 1,80% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 97 972 | 92 411 | 56 995 CHF | 54 725 CHF | 30,64% | 30,64% |