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 | 3,84% | 0,41 CHF | 0,43 CHF | 130 000 | 75 000 | 128 928 | 74 598 | 52 406 CHF | 31 513 CHF | 98,36% | 98,36% |
14/08/2024 | 4,12% | 0,41 CHF | 0,42 CHF | 130 000 | 75 000 | 130 000 | 73 978 | 52 543 CHF | 31 148 CHF | 98,49% | 98,49% |
13/08/2024 | 4,05% | 0,42 CHF | 0,44 CHF | 120 000 | 75 000 | 131 598 | 75 000 | 51 871 CHF | 30 818 CHF | 97,10% | 97,10% |
12/08/2024 | 4,71% | 0,36 CHF | 0,38 CHF | 140 000 | 75 000 | 152 619 | 75 000 | 51 786 CHF | 26 725 CHF | 66,11% | 66,11% |
09/08/2024 | 3,84% | 0,41 CHF | 0,43 CHF | 130 000 | 75 000 | 121 655 | 75 000 | 51 397 CHF | 32 948 CHF | 100,00% | 100,00% |
08/08/2024 | 3,97% | 0,37 CHF | 0,39 CHF | 140 000 | 75 000 | 140 000 | 75 000 | 51 696 CHF | 28 819 CHF | 96,70% | 96,70% |
07/08/2024 | 3,87% | 0,39 CHF | 0,41 CHF | 130 000 | 75 000 | 139 227 | 75 000 | 51 582 CHF | 28 891 CHF | 95,03% | 95,03% |
06/08/2024 | 6,65% | 0,35 CHF | 0,37 CHF | 150 000 | 75 000 | 151 487 | 64 577 | 51 599 CHF | 23 422 CHF | 98,28% | 98,28% |
02/08/2024 | 12,26% | 0,37 CHF | 0,42 CHF | 140 000 | 20 000 | 131 856 | 20 000 | 51 285 CHF | 8 799 CHF | 93,87% | 93,87% |
31/07/2024 | 4,52% | 0,43 CHF | 0,45 CHF | 120 000 | 75 000 | 120 656 | 72 475 | 51 167 CHF | 32 169 CHF | 29,49% | 29,49% |