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 | 3,16% | 0,41 CHF | 0,42 CHF | 130 000 | 50 000 | 141 831 | 49 480 | 51 851 CHF | 18 752 CHF | 97,35% | 97,35% |
14/08/2024 | 2,83% | 0,35 CHF | 0,36 CHF | 150 000 | 50 000 | 148 743 | 49 219 | 51 867 CHF | 17 662 CHF | 98,67% | 98,67% |
13/08/2024 | 3,26% | 0,33 CHF | 0,34 CHF | 160 000 | 50 000 | 171 694 | 50 000 | 51 885 CHF | 15 632 CHF | 97,07% | 97,07% |
12/08/2024 | 3,30% | 0,31 CHF | 0,32 CHF | 170 000 | 50 000 | 173 143 | 50 000 | 51 673 CHF | 15 432 CHF | 100,00% | 100,00% |
09/08/2024 | 3,51% | 0,28 CHF | 0,29 CHF | 180 000 | 50 000 | 182 223 | 50 000 | 50 965 CHF | 14 490 CHF | 100,00% | 100,00% |
08/08/2024 | 4,51% | 0,25 CHF | 0,26 CHF | 200 000 | 50 000 | 231 856 | 50 000 | 50 287 CHF | 11 429 CHF | 97,81% | 97,81% |
07/08/2024 | 5,84% | 0,28 CHF | 0,29 CHF | 180 000 | 50 000 | 31 005 | 25 946 | 7 665 CHF | 6 637 CHF | 97,93% | 97,93% |
06/08/2024 | 5,01% | 0,22 CHF | 0,23 CHF | 230 000 | 50 000 | 249 579 | 39 648 | 50 475 CHF | 8 408 CHF | 98,43% | 98,43% |
02/08/2024 | 5,77% | 0,24 CHF | 0,26 CHF | 210 000 | 10 000 | 173 140 | 10 000 | 51 719 CHF | 3 181 CHF | 92,03% | 92,03% |
30/07/2024 | 3,24% | 0,47 CHF | 0,48 CHF | 110 000 | 50 000 | 109 808 | 50 000 | 51 778 CHF | 24 366 CHF | 95,67% | 95,67% |