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 | 4,36% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 127 841 | 74 598 | 52 412 CHF | 31 956 CHF | 98,36% | 98,36% |
14/08/2024 | 4,31% | 0,41 CHF | 0,43 CHF | 130 000 | 75 000 | 129 666 | 73 978 | 53 125 CHF | 31 643 CHF | 98,49% | 98,49% |
13/08/2024 | 3,84% | 0,43 CHF | 0,44 CHF | 120 000 | 75 000 | 129 887 | 75 000 | 51 899 CHF | 31 167 CHF | 97,10% | 97,10% |
12/08/2024 | 4,89% | 0,37 CHF | 0,38 CHF | 140 000 | 75 000 | 152 242 | 75 000 | 51 654 CHF | 26 776 CHF | 86,80% | 86,80% |
09/08/2024 | 3,94% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 121 189 | 75 000 | 51 869 CHF | 33 407 CHF | 100,00% | 100,00% |
08/08/2024 | 4,34% | 0,38 CHF | 0,39 CHF | 140 000 | 75 000 | 139 985 | 75 000 | 52 234 CHF | 29 225 CHF | 96,70% | 96,70% |
07/08/2024 | 4,26% | 0,40 CHF | 0,41 CHF | 130 000 | 75 000 | 138 978 | 75 000 | 52 105 CHF | 29 351 CHF | 100,00% | 100,00% |
06/08/2024 | 6,35% | 0,36 CHF | 0,37 CHF | 140 000 | 75 000 | 148 948 | 64 711 | 51 539 CHF | 23 778 CHF | 99,56% | 99,56% |
02/08/2024 | 11,99% | 0,37 CHF | 0,43 CHF | 140 000 | 20 000 | 130 744 | 20 000 | 51 589 CHF | 8 900 CHF | 93,98% | 93,98% |
31/07/2024 | 3,98% | 0,43 CHF | 0,45 CHF | 120 000 | 75 000 | 120 264 | 72 475 | 51 632 CHF | 32 379 CHF | 29,49% | 29,49% |