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 | 2,78% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 143 888 | 98 687 | 51 732 CHF | 36 650 CHF | 99,18% | 99,18% |
14/08/2024 | 3,21% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 166 121 | 98 003 | 52 101 CHF | 31 754 CHF | 98,48% | 98,48% |
13/08/2024 | 3,40% | 0,29 CHF | 0,30 CHF | 180 000 | 100 000 | 178 542 | 100 000 | 51 565 CHF | 29 891 CHF | 96,31% | 96,31% |
12/08/2024 | 3,32% | 0,30 CHF | 0,31 CHF | 170 000 | 100 000 | 174 713 | 100 000 | 51 683 CHF | 30 600 CHF | 100,00% | 100,00% |
09/08/2024 | 3,47% | 0,27 CHF | 0,28 CHF | 190 000 | 100 000 | 180 764 | 100 000 | 51 205 CHF | 29 372 CHF | 78,60% | 78,60% |
08/08/2024 | 4,29% | 0,25 CHF | 0,26 CHF | 194 644 | 100 000 | 195 786 | 100 000 | 44 764 CHF | 23 867 CHF | 97,95% | 97,95% |
07/08/2024 | 3,97% | 0,27 CHF | 0,28 CHF | 193 596 | 100 000 | 194 158 | 100 000 | 48 045 CHF | 25 749 CHF | 94,51% | 94,51% |
06/08/2024 | 5,28% | 0,23 CHF | 0,24 CHF | 193 508 | 100 000 | 193 926 | 79 398 | 45 036 CHF | 19 253 CHF | 98,69% | 98,69% |
02/08/2024 | 7,12% | 0,27 CHF | 0,30 CHF | 190 000 | 25 000 | 146 845 | 25 000 | 51 744 CHF | 9 546 CHF | 98,80% | 98,80% |
31/07/2024 | 2,26% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 110 000 | 92 411 | 52 274 CHF | 44 902 CHF | 30,64% | 30,64% |