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 | 3,20% | 0,41 CHF | 0,42 CHF | 130 000 | 25 000 | 140 676 | 24 738 | 51 847 CHF | 9 447 CHF | 99,20% | 99,20% |
14/08/2024 | 3,84% | 0,32 CHF | 0,33 CHF | 160 000 | 25 000 | 158 699 | 24 637 | 51 911 CHF | 8 387 CHF | 98,66% | 98,66% |
13/08/2024 | 4,59% | 0,29 CHF | 0,30 CHF | 180 000 | 25 000 | 194 681 | 25 000 | 51 296 CHF | 6 905 CHF | 96,87% | 96,87% |
12/08/2024 | 3,64% | 0,30 CHF | 0,31 CHF | 170 000 | 25 000 | 161 644 | 25 000 | 51 931 CHF | 8 339 CHF | 99,27% | 99,27% |
09/08/2024 | 3,37% | 0,35 CHF | 0,36 CHF | 150 000 | 25 000 | 150 139 | 25 000 | 51 722 CHF | 8 915 CHF | 97,50% | 97,50% |
08/08/2024 | 5,00% | 0,30 CHF | 0,31 CHF | 170 000 | 25 000 | 211 996 | 25 000 | 50 817 CHF | 6 375 CHF | 97,58% | 97,58% |
07/08/2024 | 4,01% | 0,33 CHF | 0,35 CHF | 160 000 | 25 000 | 180 513 | 25 000 | 51 127 CHF | 7 407 CHF | 93,83% | 93,83% |
06/08/2024 | 7,39% | 0,22 CHF | 0,24 CHF | 230 000 | 25 000 | 248 420 | 19 945 | 50 472 CHF | 4 392 CHF | 84,71% | 84,71% |
02/08/2024 | 9,40% | 0,28 CHF | 0,32 CHF | 180 000 | 7 500 | 136 476 | 7 500 | 51 807 CHF | 3 146 CHF | 95,17% | 95,17% |
31/07/2024 | 2,54% | 0,53 CHF | 0,54 CHF | 100 000 | 25 000 | 101 687 | 24 062 | 52 684 CHF | 12 771 CHF | 30,02% | 30,02% |