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 | 8,30% | 0,25 CHF | 0,27 CHF | 37 500 | 37 500 | 37 240 | 37 240 | 7 833 CHF | 8 501 CHF | 95,03% | 95,03% |
14/08/2024 | 2,81% | 0,37 CHF | 0,38 CHF | 140 000 | 75 000 | 145 138 | 73 922 | 51 607 CHF | 27 036 CHF | 91,20% | 91,20% |
13/08/2024 | 3,32% | 0,31 CHF | 0,32 CHF | 170 000 | 75 000 | 173 680 | 75 000 | 51 535 CHF | 23 061 CHF | 95,45% | 95,45% |
12/08/2024 | 2,90% | 0,32 CHF | 0,33 CHF | 160 000 | 75 000 | 152 189 | 75 000 | 51 706 CHF | 26 284 CHF | 94,38% | 94,38% |
09/08/2024 | 2,66% | 0,37 CHF | 0,38 CHF | 140 000 | 75 000 | 140 038 | 75 000 | 51 989 CHF | 28 615 CHF | 92,07% | 92,07% |
08/08/2024 | 3,07% | 0,34 CHF | 0,35 CHF | 150 000 | 75 000 | 162 042 | 75 000 | 51 931 CHF | 24 832 CHF | 97,95% | 97,95% |
07/08/2024 | 2,75% | 0,39 CHF | 0,40 CHF | 130 000 | 75 000 | 143 914 | 75 000 | 51 534 CHF | 27 660 CHF | 92,94% | 92,94% |
06/08/2024 | 3,96% | 0,31 CHF | 0,32 CHF | 170 000 | 75 000 | 171 451 | 64 543 | 51 612 CHF | 20 152 CHF | 94,55% | 94,55% |
02/08/2024 | 5,73% | 0,38 CHF | 0,41 CHF | 140 000 | 20 000 | 122 691 | 20 000 | 51 803 CHF | 9 005 CHF | 86,13% | 86,13% |
31/07/2024 | 2,89% | 0,64 CHF | 0,66 CHF | 80 000 | 75 000 | 80 000 | 71 272 | 52 496 CHF | 48 123 CHF | 27,83% | 27,83% |