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 | 4,03% | 0,63 CHF | 0,66 CHF | 80 000 | 50 000 | 88 333 | 49 145 | 52 470 CHF | 30 433 CHF | 97,43% | 97,43% |
14/08/2024 | 3,59% | 0,61 CHF | 0,63 CHF | 90 000 | 50 000 | 90 133 | 49 063 | 52 975 CHF | 29 876 CHF | 95,75% | 95,75% |
13/08/2024 | 3,25% | 0,49 CHF | 0,51 CHF | 110 000 | 50 000 | 118 878 | 50 000 | 51 811 CHF | 22 583 CHF | 96,34% | 96,34% |
12/08/2024 | 2,79% | 0,45 CHF | 0,46 CHF | 120 000 | 50 000 | 106 988 | 50 000 | 51 952 CHF | 25 040 CHF | 99,69% | 99,69% |
09/08/2024 | 2,65% | 0,53 CHF | 0,54 CHF | 100 000 | 50 000 | 98 835 | 50 000 | 52 989 CHF | 27 541 CHF | 87,99% | 87,99% |
08/08/2024 | 2,92% | 0,51 CHF | 0,53 CHF | 100 000 | 50 000 | 114 099 | 50 000 | 52 398 CHF | 23 760 CHF | 95,46% | 95,46% |
07/08/2024 | 2,99% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 113 310 | 50 000 | 51 978 CHF | 23 830 CHF | 93,60% | 93,60% |
06/08/2024 | 5,65% | 0,37 CHF | 0,38 CHF | 140 000 | 50 000 | 160 725 | 37 212 | 51 700 CHF | 12 939 CHF | 90,93% | 90,93% |
02/08/2024 | 17,16% | 0,20 CHF | 0,24 CHF | 250 000 | 10 000 | 235 680 | 10 000 | 50 577 CHF | 2 559 CHF | 83,84% | 83,84% |
31/07/2024 | 4,52% | 0,29 CHF | 0,30 CHF | 180 000 | 50 000 | 171 681 | 44 359 | 51 715 CHF | 13 929 CHF | 28,58% | 28,58% |