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 | 6,09% | 0,34 CHF | 0,36 CHF | 150 000 | 50 000 | 151 018 | 49 194 | 51 633 CHF | 17 875 CHF | 94,88% | 94,88% |
14/08/2024 | 6,23% | 0,34 CHF | 0,36 CHF | 150 000 | 50 000 | 159 919 | 48 555 | 51 759 CHF | 16 750 CHF | 96,11% | 96,11% |
13/08/2024 | 6,31% | 0,32 CHF | 0,34 CHF | 160 000 | 50 000 | 163 523 | 50 000 | 51 803 CHF | 16 886 CHF | 95,29% | 95,29% |
12/08/2024 | 5,97% | 0,32 CHF | 0,34 CHF | 160 000 | 50 000 | 156 851 | 50 000 | 51 785 CHF | 17 536 CHF | 100,00% | 100,00% |
09/08/2024 | 6,32% | 0,32 CHF | 0,34 CHF | 160 000 | 50 000 | 165 776 | 50 000 | 51 786 CHF | 16 653 CHF | 100,00% | 100,00% |
08/08/2024 | 5,96% | 0,30 CHF | 0,32 CHF | 170 000 | 50 000 | 148 044 | 43 891 | 40 217 CHF | 12 636 CHF | 97,45% | 97,45% |
07/08/2024 | 7,67% | 0,27 CHF | 0,29 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 6 341 CHF | 6 845 CHF | 98,86% | 98,86% |
06/08/2024 | 6,30% | 0,22 CHF | 0,23 CHF | 230 000 | 50 000 | 230 443 | 37 777 | 50 536 CHF | 8 819 CHF | 98,81% | 98,81% |
02/08/2024 | 12,50% | 0,23 CHF | 0,26 CHF | 220 000 | 10 000 | 214 255 | 10 000 | 50 480 CHF | 2 673 CHF | 94,13% | 94,13% |
31/07/2024 | 6,23% | 0,33 CHF | 0,35 CHF | 160 000 | 50 000 | 159 744 | 45 593 | 52 255 CHF | 15 866 CHF | 30,67% | 30,67% |