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 | 3,41% | 0,50 CHF | 0,51 CHF | 100 000 | 75 000 | 106 919 | 74 598 | 52 556 CHF | 37 957 CHF | 98,36% | 98,36% |
14/08/2024 | 3,93% | 0,49 CHF | 0,51 CHF | 110 000 | 75 000 | 109 446 | 73 931 | 53 648 CHF | 37 694 CHF | 94,23% | 94,23% |
13/08/2024 | 3,30% | 0,51 CHF | 0,53 CHF | 100 000 | 75 000 | 109 215 | 75 000 | 52 485 CHF | 37 278 CHF | 97,10% | 97,10% |
12/08/2024 | 3,90% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 123 702 | 75 000 | 52 014 CHF | 32 831 CHF | 89,95% | 89,95% |
09/08/2024 | 3,36% | 0,50 CHF | 0,51 CHF | 100 000 | 75 000 | 101 166 | 75 000 | 51 457 CHF | 39 475 CHF | 100,00% | 100,00% |
08/08/2024 | 3,91% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 114 327 | 75 000 | 51 848 CHF | 35 395 CHF | 96,70% | 96,70% |
07/08/2024 | 3,51% | 0,48 CHF | 0,49 CHF | 110 000 | 75 000 | 115 774 | 75 000 | 52 730 CHF | 35 402 CHF | 100,00% | 100,00% |
06/08/2024 | 5,26% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 120 047 | 64 546 | 51 282 CHF | 28 967 CHF | 97,99% | 97,99% |
02/08/2024 | 10,05% | 0,46 CHF | 0,51 CHF | 110 000 | 20 000 | 110 054 | 20 000 | 52 312 CHF | 10 513 CHF | 95,60% | 95,60% |
31/07/2024 | 3,30% | 0,51 CHF | 0,53 CHF | 100 000 | 75 000 | 100 000 | 72 475 | 51 136 CHF | 38 298 CHF | 29,49% | 29,49% |