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 | 4,49% | 0,36 CHF | 0,38 CHF | 140 000 | 75 000 | 143 327 | 74 598 | 51 075 CHF | 27 816 CHF | 98,36% | 98,36% |
14/08/2024 | 4,74% | 0,36 CHF | 0,37 CHF | 140 000 | 75 000 | 145 808 | 73 978 | 51 617 CHF | 27 462 CHF | 98,49% | 98,49% |
13/08/2024 | 4,51% | 0,37 CHF | 0,39 CHF | 140 000 | 75 000 | 147 765 | 75 000 | 51 727 CHF | 27 498 CHF | 57,60% | 57,60% |
12/08/2024 | 5,67% | 0,31 CHF | 0,33 CHF | 161 095 | 75 000 | 164 376 | 75 000 | 46 135 CHF | 22 285 CHF | 69,48% | 69,48% |
09/08/2024 | 4,03% | 0,36 CHF | 0,38 CHF | 140 000 | 75 000 | 139 811 | 75 000 | 52 244 CHF | 29 198 CHF | 100,00% | 100,00% |
08/08/2024 | 4,58% | 0,32 CHF | 0,34 CHF | 159 214 | 75 000 | 158 981 | 75 000 | 50 754 CHF | 25 069 CHF | 96,70% | 96,70% |
07/08/2024 | 4,56% | 0,34 CHF | 0,35 CHF | 158 292 | 75 000 | 158 977 | 75 000 | 50 802 CHF | 25 086 CHF | 92,66% | 92,66% |
06/08/2024 | 7,74% | 0,30 CHF | 0,32 CHF | 158 993 | 75 000 | 160 097 | 64 577 | 46 549 CHF | 20 193 CHF | 98,28% | 98,28% |
02/08/2024 | 14,00% | 0,32 CHF | 0,37 CHF | 156 879 | 20 000 | 151 103 | 20 000 | 51 334 CHF | 7 819 CHF | 82,62% | 82,62% |
31/07/2024 | 5,04% | 0,38 CHF | 0,40 CHF | 140 000 | 75 000 | 139 885 | 72 475 | 52 368 CHF | 28 545 CHF | 29,49% | 29,49% |