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 | 2,59% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 132 438 | 98 687 | 51 357 CHF | 39 415 CHF | 99,18% | 99,18% |
14/08/2024 | 2,91% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 150 960 | 98 003 | 51 649 CHF | 34 533 CHF | 98,48% | 98,48% |
13/08/2024 | 3,10% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 163 485 | 100 000 | 51 899 CHF | 32 762 CHF | 96,31% | 96,31% |
12/08/2024 | 3,04% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 159 941 | 100 000 | 51 732 CHF | 33 358 CHF | 100,00% | 100,00% |
09/08/2024 | 3,19% | 0,30 CHF | 0,31 CHF | 170 000 | 100 000 | 168 030 | 100 000 | 51 784 CHF | 31 870 CHF | 99,39% | 99,39% |
08/08/2024 | 3,91% | 0,27 CHF | 0,28 CHF | 196 903 | 100 000 | 195 857 | 100 000 | 49 194 CHF | 26 119 CHF | 67,15% | 67,15% |
07/08/2024 | 3,55% | 0,29 CHF | 0,30 CHF | 180 000 | 100 000 | 184 670 | 100 000 | 51 152 CHF | 28 732 CHF | 75,81% | 75,81% |
06/08/2024 | 4,52% | 0,27 CHF | 0,28 CHF | 193 966 | 100 000 | 192 162 | 75 011 | 49 348 CHF | 19 925 CHF | 65,55% | 65,55% |
02/08/2024 | 6,28% | 0,30 CHF | 0,33 CHF | 170 000 | 25 000 | 136 389 | 25 000 | 51 910 CHF | 10 215 CHF | 99,04% | 99,04% |
31/07/2024 | 2,11% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 100 126 | 92 410 | 50 249 CHF | 47 348 CHF | 30,64% | 30,64% |