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 | 4,28% | 0,39 CHF | 0,40 CHF | 130 000 | 75 000 | 135 908 | 74 598 | 52 058 CHF | 29 836 CHF | 98,36% | 98,36% |
14/08/2024 | 4,93% | 0,38 CHF | 0,40 CHF | 140 000 | 75 000 | 138 993 | 73 978 | 52 926 CHF | 29 594 CHF | 98,49% | 98,49% |
13/08/2024 | 4,22% | 0,40 CHF | 0,42 CHF | 130 000 | 75 000 | 139 279 | 75 000 | 51 898 CHF | 29 178 CHF | 97,10% | 97,10% |
12/08/2024 | 5,21% | 0,32 CHF | 0,33 CHF | 164 513 | 75 000 | 162 383 | 75 000 | 50 420 CHF | 24 559 CHF | 79,44% | 79,44% |
09/08/2024 | 3,93% | 0,39 CHF | 0,40 CHF | 130 000 | 75 000 | 130 492 | 75 000 | 52 297 CHF | 31 279 CHF | 100,00% | 100,00% |
08/08/2024 | 5,03% | 0,35 CHF | 0,37 CHF | 150 000 | 75 000 | 150 556 | 75 000 | 52 070 CHF | 27 294 CHF | 91,02% | 91,02% |
07/08/2024 | 4,27% | 0,37 CHF | 0,38 CHF | 140 000 | 75 000 | 148 303 | 75 000 | 51 728 CHF | 27 311 CHF | 100,00% | 100,00% |
06/08/2024 | 6,71% | 0,33 CHF | 0,35 CHF | 159 283 | 75 000 | 159 329 | 63 965 | 51 930 CHF | 22 206 CHF | 20,49% | 20,49% |
02/08/2024 | 12,82% | 0,35 CHF | 0,40 CHF | 150 000 | 20 000 | 140 883 | 20 000 | 51 698 CHF | 8 347 CHF | 95,51% | 95,51% |
31/07/2024 | 4,49% | 0,41 CHF | 0,42 CHF | 130 000 | 75 000 | 130 000 | 72 475 | 52 370 CHF | 30 540 CHF | 29,49% | 29,49% |