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 | 2,33% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 119 976 | 98 687 | 51 574 CHF | 43 558 CHF | 99,18% | 99,18% |
14/08/2024 | 2,63% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 136 121 | 98 003 | 52 215 CHF | 38 614 CHF | 98,49% | 98,49% |
13/08/2024 | 2,75% | 0,36 CHF | 0,37 CHF | 140 000 | 100 000 | 142 710 | 100 000 | 51 196 CHF | 36 891 CHF | 96,32% | 96,32% |
12/08/2024 | 2,70% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 140 411 | 100 000 | 51 384 CHF | 37 600 CHF | 100,00% | 100,00% |
09/08/2024 | 2,82% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 147 387 | 100 000 | 51 531 CHF | 36 018 CHF | 100,00% | 100,00% |
08/08/2024 | 3,30% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 172 969 | 100 000 | 51 589 CHF | 30 867 CHF | 97,95% | 97,95% |
07/08/2024 | 3,09% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 163 146 | 100 000 | 51 899 CHF | 32 844 CHF | 100,00% | 100,00% |
06/08/2024 | 4,08% | 0,30 CHF | 0,31 CHF | 170 000 | 100 000 | 171 635 | 79 398 | 51 806 CHF | 24 811 CHF | 98,69% | 98,69% |
02/08/2024 | 5,83% | 0,34 CHF | 0,37 CHF | 150 000 | 25 000 | 123 097 | 25 000 | 52 050 CHF | 11 278 CHF | 99,02% | 99,02% |
31/07/2024 | 1,98% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 92 410 | 54 517 CHF | 51 370 CHF | 30,64% | 30,64% |