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 | 4,97% | 0,43 CHF | 0,45 CHF | 120 000 | 50 000 | 124 255 | 49 584 | 51 727 CHF | 21 727 CHF | 95,25% | 95,25% |
14/08/2024 | 5,54% | 0,42 CHF | 0,44 CHF | 120 000 | 50 000 | 137 514 | 49 168 | 51 934 CHF | 19 676 CHF | 89,60% | 89,60% |
13/08/2024 | 5,93% | 0,34 CHF | 0,36 CHF | 159 259 | 50 000 | 149 165 | 50 000 | 51 720 CHF | 18 507 CHF | 51,67% | 51,67% |
12/08/2024 | 5,00% | 0,39 CHF | 0,41 CHF | 130 000 | 50 000 | 128 878 | 50 000 | 52 137 CHF | 21 313 CHF | 86,18% | 86,18% |
09/08/2024 | 4,48% | 0,47 CHF | 0,49 CHF | 110 000 | 50 000 | 115 526 | 50 000 | 52 232 CHF | 23 662 CHF | 96,54% | 96,54% |
08/08/2024 | 5,69% | 0,41 CHF | 0,43 CHF | 130 000 | 50 000 | 146 759 | 50 000 | 51 926 CHF | 18 821 CHF | 93,44% | 93,44% |
07/08/2024 | 4,83% | 0,44 CHF | 0,46 CHF | 120 000 | 50 000 | 125 064 | 50 000 | 51 975 CHF | 21 873 CHF | 87,90% | 87,90% |
06/08/2024 | 9,38% | 0,37 CHF | 0,39 CHF | 140 000 | 50 000 | 154 959 | 35 316 | 51 361 CHF | 13 066 CHF | 43,43% | 43,43% |
02/08/2024 | 12,69% | 0,44 CHF | 0,51 CHF | 120 000 | 10 000 | 109 601 | 10 000 | 52 037 CHF | 5 407 CHF | 74,10% | 74,10% |
30/07/2024 | 3,62% | 0,56 CHF | 0,58 CHF | 90 000 | 50 000 | 92 415 | 50 000 | 52 824 CHF | 29 701 CHF | 95,57% | 95,57% |