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 | 2,22% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 116 739 | 98 687 | 52 021 CHF | 45 064 CHF | 99,18% | 99,18% |
14/08/2024 | 2,52% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 130 000 | 98 003 | 51 851 CHF | 40 086 CHF | 98,49% | 98,49% |
13/08/2024 | 2,62% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 139 424 | 100 000 | 52 479 CHF | 38 645 CHF | 96,93% | 96,93% |
12/08/2024 | 2,60% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 138 071 | 100 000 | 52 465 CHF | 39 013 CHF | 100,00% | 100,00% |
09/08/2024 | 2,71% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 142 939 | 100 000 | 52 007 CHF | 37 422 CHF | 100,00% | 100,00% |
08/08/2024 | 3,15% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 166 334 | 100 000 | 51 979 CHF | 32 291 CHF | 97,95% | 97,95% |
07/08/2024 | 2,97% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 157 648 | 100 000 | 52 353 CHF | 34 230 CHF | 100,00% | 100,00% |
06/08/2024 | 3,77% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 163 886 | 79 511 | 51 750 CHF | 25 927 CHF | 99,25% | 99,25% |
02/08/2024 | 5,49% | 0,36 CHF | 0,38 CHF | 140 000 | 25 000 | 118 400 | 25 000 | 52 019 CHF | 11 672 CHF | 98,24% | 98,24% |
31/07/2024 | 1,87% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 98 219 | 92 411 | 55 038 CHF | 52 750 CHF | 30,64% | 30,64% |