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 | 2,54% | 0,38 CHF | 0,39 CHF | 140 000 | 75 000 | 133 312 | 73 950 | 52 054 CHF | 29 650 CHF | 99,18% | 99,18% |
14/08/2024 | 2,57% | 0,40 CHF | 0,41 CHF | 130 000 | 75 000 | 137 520 | 73 268 | 52 727 CHF | 28 839 CHF | 98,48% | 98,48% |
13/08/2024 | 2,54% | 0,38 CHF | 0,39 CHF | 140 000 | 75 000 | 132 046 | 75 000 | 51 319 CHF | 29 909 CHF | 96,31% | 96,31% |
12/08/2024 | 2,60% | 0,39 CHF | 0,40 CHF | 130 000 | 75 000 | 137 741 | 75 000 | 52 314 CHF | 29 247 CHF | 100,00% | 100,00% |
09/08/2024 | 2,52% | 0,40 CHF | 0,41 CHF | 130 000 | 75 000 | 130 000 | 75 000 | 50 926 CHF | 30 131 CHF | 100,00% | 100,00% |
08/08/2024 | 2,33% | 0,40 CHF | 0,41 CHF | 130 000 | 75 000 | 121 452 | 75 000 | 51 621 CHF | 32 644 CHF | 97,96% | 97,96% |
07/08/2024 | 2,47% | 0,40 CHF | 0,41 CHF | 130 000 | 75 000 | 130 000 | 75 000 | 52 032 CHF | 30 769 CHF | 100,00% | 100,00% |
06/08/2024 | 2,42% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 127 884 | 54 513 | 52 236 CHF | 22 968 CHF | 99,25% | 99,25% |
02/08/2024 | 5,00% | 0,35 CHF | 0,36 CHF | 150 000 | 20 000 | 156 832 | 20 000 | 52 447 CHF | 7 036 CHF | 99,11% | 99,11% |
31/07/2024 | 3,26% | 0,31 CHF | 0,32 CHF | 170 000 | 75 000 | 170 000 | 68 221 | 52 282 CHF | 21 719 CHF | 30,67% | 30,67% |