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 | 2,88% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 151 154 | 98 687 | 51 833 CHF | 34 992 CHF | 99,18% | 99,18% |
14/08/2024 | 3,35% | 0,29 CHF | 0,30 CHF | 180 000 | 100 000 | 173 780 | 98 003 | 51 752 CHF | 30 196 CHF | 98,48% | 98,48% |
13/08/2024 | 3,59% | 0,27 CHF | 0,28 CHF | 192 181 | 100 000 | 185 940 | 100 000 | 50 914 CHF | 28 399 CHF | 80,38% | 80,38% |
12/08/2024 | 3,50% | 0,29 CHF | 0,30 CHF | 180 000 | 100 000 | 181 443 | 100 000 | 50 908 CHF | 29 066 CHF | 85,15% | 85,15% |
09/08/2024 | 3,74% | 0,25 CHF | 0,26 CHF | 193 035 | 100 000 | 188 832 | 100 000 | 49 580 CHF | 27 294 CHF | 71,27% | 71,27% |
08/08/2024 | 4,65% | 0,23 CHF | 0,24 CHF | 194 797 | 100 000 | 195 809 | 100 000 | 41 270 CHF | 22 079 CHF | 97,95% | 97,95% |
07/08/2024 | 4,24% | 0,25 CHF | 0,26 CHF | 194 016 | 100 000 | 194 235 | 100 000 | 44 854 CHF | 24 094 CHF | 99,98% | 99,98% |
06/08/2024 | 5,66% | 0,22 CHF | 0,23 CHF | 193 642 | 100 000 | 193 946 | 79 248 | 41 649 CHF | 17 819 CHF | 97,99% | 97,99% |
02/08/2024 | 7,41% | 0,27 CHF | 0,29 CHF | 190 719 | 25 000 | 152 394 | 25 000 | 51 744 CHF | 9 218 CHF | 95,19% | 95,19% |
31/07/2024 | 2,26% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 110 651 | 92 410 | 50 851 CHF | 43 433 CHF | 30,64% | 30,64% |