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 | 2,93% | 0,54 CHF | 0,56 CHF | 100 000 | 75 000 | 100 000 | 74 598 | 53 504 CHF | 41 097 CHF | 98,36% | 98,36% |
14/08/2024 | 3,46% | 0,54 CHF | 0,55 CHF | 100 000 | 75 000 | 100 000 | 73 978 | 53 162 CHF | 40 708 CHF | 98,49% | 98,49% |
13/08/2024 | 3,00% | 0,55 CHF | 0,57 CHF | 100 000 | 75 000 | 100 045 | 75 000 | 52 359 CHF | 40 451 CHF | 97,10% | 97,10% |
12/08/2024 | 3,47% | 0,49 CHF | 0,51 CHF | 110 000 | 75 000 | 113 286 | 75 000 | 52 537 CHF | 36 055 CHF | 92,01% | 92,01% |
09/08/2024 | 3,01% | 0,54 CHF | 0,56 CHF | 100 000 | 75 000 | 96 054 | 75 000 | 52 925 CHF | 42 619 CHF | 100,00% | 100,00% |
08/08/2024 | 3,16% | 0,50 CHF | 0,52 CHF | 100 000 | 75 000 | 103 294 | 75 000 | 51 341 CHF | 38 498 CHF | 96,70% | 96,70% |
07/08/2024 | 2,91% | 0,52 CHF | 0,54 CHF | 100 000 | 75 000 | 102 657 | 75 000 | 51 280 CHF | 38 588 CHF | 100,00% | 100,00% |
06/08/2024 | 4,81% | 0,48 CHF | 0,50 CHF | 110 000 | 75 000 | 110 000 | 64 711 | 51 660 CHF | 31 793 CHF | 99,56% | 99,56% |
02/08/2024 | 9,28% | 0,50 CHF | 0,55 CHF | 100 000 | 20 000 | 100 000 | 20 000 | 51 777 CHF | 11 363 CHF | 95,60% | 95,60% |
31/07/2024 | 3,46% | 0,56 CHF | 0,57 CHF | 90 000 | 75 000 | 95 826 | 72 408 | 52 976 CHF | 41 468 CHF | 29,57% | 29,57% |