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 | 3,13% | 0,36 CHF | 0,37 CHF | 140 000 | 100 000 | 164 040 | 98 622 | 51 688 CHF | 32 237 CHF | 94,49% | 94,49% |
14/08/2024 | 3,76% | 0,26 CHF | 0,27 CHF | 189 293 | 100 000 | 187 570 | 97 505 | 50 213 CHF | 27 106 CHF | 78,82% | 78,82% |
13/08/2024 | 3,98% | 0,25 CHF | 0,26 CHF | 191 504 | 100 000 | 191 609 | 100 000 | 47 221 CHF | 25 645 CHF | 96,93% | 96,93% |
12/08/2024 | 3,93% | 0,26 CHF | 0,27 CHF | 190 631 | 100 000 | 191 842 | 100 000 | 47 939 CHF | 25 990 CHF | 97,76% | 97,76% |
09/08/2024 | 4,19% | 0,22 CHF | 0,23 CHF | 193 163 | 100 000 | 192 259 | 100 000 | 45 019 CHF | 24 422 CHF | 100,00% | 100,00% |
08/08/2024 | 5,34% | 0,21 CHF | 0,22 CHF | 194 624 | 100 000 | 195 829 | 100 000 | 35 814 CHF | 19 291 CHF | 97,95% | 97,95% |
07/08/2024 | 4,83% | 0,22 CHF | 0,23 CHF | 193 929 | 100 000 | 194 227 | 100 000 | 39 290 CHF | 21 230 CHF | 100,00% | 100,00% |
06/08/2024 | 6,31% | 0,19 CHF | 0,20 CHF | 193 138 | 100 000 | 193 940 | 79 511 | 36 104 CHF | 15 591 CHF | 99,25% | 99,25% |
02/08/2024 | 7,93% | 0,23 CHF | 0,25 CHF | 191 291 | 25 000 | 165 547 | 25 000 | 51 190 CHF | 8 441 CHF | 96,26% | 96,26% |
31/07/2024 | 2,42% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 120 000 | 92 411 | 51 642 CHF | 40 737 CHF | 30,64% | 30,64% |