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 | 3,77% | 0,44 CHF | 0,46 CHF | 120 000 | 75 000 | 119 976 | 74 598 | 52 599 CHF | 33 957 CHF | 98,36% | 98,36% |
14/08/2024 | 2,99% | 0,44 CHF | 0,46 CHF | 120 000 | 75 000 | 120 000 | 73 978 | 52 679 CHF | 33 452 CHF | 98,49% | 98,49% |
13/08/2024 | 3,67% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 121 463 | 75 000 | 51 863 CHF | 33 241 CHF | 97,10% | 97,10% |
12/08/2024 | 4,47% | 0,39 CHF | 0,41 CHF | 130 000 | 75 000 | 141 920 | 75 000 | 51 992 CHF | 28 781 CHF | 89,95% | 89,95% |
09/08/2024 | 3,39% | 0,44 CHF | 0,46 CHF | 120 000 | 75 000 | 113 306 | 75 000 | 51 589 CHF | 35 355 CHF | 100,00% | 100,00% |
08/08/2024 | 3,95% | 0,40 CHF | 0,42 CHF | 130 000 | 75 000 | 130 000 | 75 000 | 52 148 CHF | 31 298 CHF | 96,70% | 96,70% |
07/08/2024 | 4,12% | 0,42 CHF | 0,44 CHF | 120 000 | 75 000 | 129 266 | 75 000 | 51 955 CHF | 31 423 CHF | 100,00% | 100,00% |
06/08/2024 | 5,66% | 0,38 CHF | 0,40 CHF | 140 000 | 75 000 | 139 349 | 64 459 | 52 086 CHF | 25 405 CHF | 97,18% | 97,18% |
02/08/2024 | 11,25% | 0,40 CHF | 0,45 CHF | 130 000 | 20 000 | 121 141 | 20 000 | 51 134 CHF | 9 452 CHF | 95,60% | 95,60% |
31/07/2024 | 4,00% | 0,46 CHF | 0,48 CHF | 110 000 | 75 000 | 114 640 | 72 475 | 52 202 CHF | 34 377 CHF | 29,49% | 29,49% |