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 | 2,46% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 129 019 | 98 687 | 52 038 CHF | 40 914 CHF | 99,18% | 99,18% |
14/08/2024 | 2,81% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 143 778 | 98 003 | 51 439 CHF | 36 079 CHF | 98,49% | 98,49% |
13/08/2024 | 2,95% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 155 881 | 100 000 | 52 039 CHF | 34 402 CHF | 96,32% | 96,32% |
12/08/2024 | 2,90% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 151 845 | 100 000 | 51 582 CHF | 34 983 CHF | 100,00% | 100,00% |
09/08/2024 | 3,05% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 161 112 | 100 000 | 52 009 CHF | 33 335 CHF | 100,00% | 100,00% |
08/08/2024 | 3,60% | 0,29 CHF | 0,30 CHF | 180 000 | 100 000 | 186 812 | 100 000 | 51 030 CHF | 28 375 CHF | 56,65% | 56,65% |
07/08/2024 | 3,38% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 177 945 | 100 000 | 51 739 CHF | 30 094 CHF | 99,98% | 99,98% |
06/08/2024 | 4,24% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 183 716 | 81 630 | 50 989 CHF | 23 450 CHF | 77,50% | 77,50% |
02/08/2024 | 6,50% | 0,32 CHF | 0,34 CHF | 160 000 | 25 000 | 130 690 | 25 000 | 51 745 CHF | 10 646 CHF | 97,43% | 97,43% |
31/07/2024 | 2,00% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 000 | 92 411 | 51 962 CHF | 48 978 CHF | 30,64% | 30,64% |