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 | 2,78% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 144 149 | 98 687 | 51 713 CHF | 36 571 CHF | 99,18% | 99,18% |
14/08/2024 | 3,18% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 166 455 | 98 003 | 52 098 CHF | 31 681 CHF | 98,49% | 98,49% |
13/08/2024 | 3,40% | 0,29 CHF | 0,30 CHF | 180 000 | 100 000 | 178 542 | 100 000 | 51 565 CHF | 29 891 CHF | 96,32% | 96,32% |
12/08/2024 | 3,34% | 0,30 CHF | 0,31 CHF | 170 000 | 100 000 | 175 776 | 100 000 | 51 767 CHF | 30 469 CHF | 100,00% | 100,00% |
09/08/2024 | 3,49% | 0,27 CHF | 0,28 CHF | 190 000 | 100 000 | 181 756 | 100 000 | 51 254 CHF | 29 242 CHF | 78,60% | 78,60% |
08/08/2024 | 4,32% | 0,25 CHF | 0,26 CHF | 194 401 | 100 000 | 195 799 | 100 000 | 44 455 CHF | 23 707 CHF | 97,95% | 97,95% |
07/08/2024 | 4,01% | 0,27 CHF | 0,28 CHF | 193 576 | 100 000 | 194 311 | 100 000 | 47 484 CHF | 25 439 CHF | 86,95% | 86,95% |
06/08/2024 | 5,05% | 0,23 CHF | 0,24 CHF | 193 356 | 100 000 | 193 932 | 79 427 | 44 615 CHF | 19 021 CHF | 98,84% | 98,84% |
02/08/2024 | 7,12% | 0,27 CHF | 0,30 CHF | 190 000 | 25 000 | 146 870 | 25 000 | 51 744 CHF | 9 545 CHF | 98,87% | 98,87% |
31/07/2024 | 2,26% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 110 000 | 92 411 | 52 438 CHF | 45 052 CHF | 30,64% | 30,64% |