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 | 6,19% | 0,33 CHF | 0,35 CHF | 150 000 | 50 000 | 148 727 | 49 576 | 45 322 CHF | 16 063 CHF | 93,43% | 93,43% |
14/08/2024 | 6,38% | 0,30 CHF | 0,32 CHF | 150 000 | 50 000 | 147 726 | 49 242 | 42 806 CHF | 15 198 CHF | 98,45% | 98,45% |
13/08/2024 | 7,02% | 0,26 CHF | 0,28 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 39 191 CHF | 14 014 CHF | 96,41% | 96,41% |
12/08/2024 | 6,38% | 0,29 CHF | 0,31 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 43 935 CHF | 15 609 CHF | 83,45% | 83,45% |
09/08/2024 | 6,11% | 0,30 CHF | 0,32 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 45 850 CHF | 16 245 CHF | 96,39% | 96,39% |
08/08/2024 | 6,71% | 0,29 CHF | 0,31 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 41 367 CHF | 14 744 CHF | 89,47% | 89,47% |
07/08/2024 | 6,44% | 0,30 CHF | 0,32 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 42 355 CHF | 15 051 CHF | 93,07% | 93,07% |
06/08/2024 | 11,59% | 0,21 CHF | 0,23 CHF | 150 000 | 50 000 | 120 297 | 40 099 | 25 190 CHF | 9 328 CHF | 83,31% | 83,31% |
02/08/2024 | 17,10% | 0,30 CHF | 0,36 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 9 927 CHF | 3 925 CHF | 76,20% | 76,20% |
31/07/2024 | 3,84% | 0,57 CHF | 0,59 CHF | 90 000 | 50 000 | 88 926 | 48 210 | 51 069 CHF | 28 746 CHF | 28,27% | 28,27% |