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 | 2,00% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 106 387 | 98 687 | 52 597 CHF | 49 864 CHF | 99,18% | 99,18% |
14/08/2024 | 2,25% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 118 073 | 98 003 | 52 976 CHF | 44 986 CHF | 98,49% | 98,49% |
13/08/2024 | 2,33% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 120 470 | 100 000 | 51 075 CHF | 43 402 CHF | 96,32% | 96,32% |
12/08/2024 | 2,30% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 120 176 | 100 000 | 51 687 CHF | 44 013 CHF | 100,00% | 100,00% |
09/08/2024 | 2,39% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 125 347 | 100 000 | 51 758 CHF | 42 335 CHF | 100,00% | 100,00% |
08/08/2024 | 2,73% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 141 961 | 100 000 | 51 290 CHF | 37 167 CHF | 97,95% | 97,95% |
07/08/2024 | 2,58% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 137 620 | 100 000 | 52 580 CHF | 39 230 CHF | 100,00% | 100,00% |
06/08/2024 | 3,27% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 141 417 | 79 511 | 51 635 CHF | 29 835 CHF | 99,25% | 99,25% |
02/08/2024 | 5,06% | 0,41 CHF | 0,43 CHF | 130 000 | 25 000 | 107 050 | 25 000 | 52 310 CHF | 12 913 CHF | 99,01% | 99,01% |
31/07/2024 | 1,72% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 97 972 | 92 411 | 59 767 CHF | 57 338 CHF | 30,64% | 30,64% |