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 | 2,07% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 106 956 | 98 687 | 52 015 CHF | 49 087 CHF | 99,18% | 99,18% |
14/08/2024 | 2,27% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 120 000 | 98 003 | 52 892 CHF | 44 189 CHF | 98,49% | 98,49% |
13/08/2024 | 2,37% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 123 730 | 100 000 | 51 605 CHF | 42 729 CHF | 96,32% | 96,32% |
12/08/2024 | 2,34% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 121 085 | 100 000 | 51 044 CHF | 43 167 CHF | 100,00% | 100,00% |
09/08/2024 | 2,43% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 126 999 | 100 000 | 51 579 CHF | 41 650 CHF | 100,00% | 100,00% |
08/08/2024 | 2,78% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 145 550 | 100 000 | 51 610 CHF | 36 492 CHF | 97,84% | 97,84% |
07/08/2024 | 2,64% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 138 342 | 100 000 | 51 696 CHF | 38 389 CHF | 100,00% | 100,00% |
06/08/2024 | 3,27% | 0,36 CHF | 0,37 CHF | 140 000 | 100 000 | 143 780 | 79 148 | 51 441 CHF | 29 103 CHF | 97,52% | 97,52% |
02/08/2024 | 5,19% | 0,40 CHF | 0,42 CHF | 130 000 | 25 000 | 108 155 | 25 000 | 51 818 CHF | 12 685 CHF | 98,79% | 98,79% |
31/07/2024 | 1,77% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 97 972 | 92 411 | 58 824 CHF | 56 460 CHF | 30,64% | 30,64% |