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 | 4,82% | 0,37 CHF | 0,38 CHF | 140 000 | 75 000 | 141 718 | 74 598 | 51 099 CHF | 28 234 CHF | 98,36% | 98,36% |
14/08/2024 | 5,34% | 0,36 CHF | 0,38 CHF | 140 000 | 75 000 | 140 544 | 73 978 | 50 559 CHF | 28 071 CHF | 98,49% | 98,49% |
13/08/2024 | 4,35% | 0,38 CHF | 0,40 CHF | 140 000 | 75 000 | 146 670 | 75 000 | 51 534 CHF | 27 565 CHF | 84,73% | 84,73% |
12/08/2024 | 5,58% | 0,32 CHF | 0,33 CHF | 161 544 | 75 000 | 164 305 | 75 000 | 46 946 CHF | 22 666 CHF | 44,10% | 44,10% |
09/08/2024 | 4,34% | 0,37 CHF | 0,38 CHF | 140 000 | 75 000 | 137 890 | 75 000 | 52 162 CHF | 29 657 CHF | 100,00% | 100,00% |
08/08/2024 | 5,09% | 0,33 CHF | 0,34 CHF | 159 361 | 75 000 | 158 996 | 75 000 | 51 281 CHF | 25 451 CHF | 81,92% | 81,92% |
07/08/2024 | 4,84% | 0,34 CHF | 0,35 CHF | 158 802 | 75 000 | 159 170 | 75 000 | 51 378 CHF | 25 411 CHF | 82,52% | 82,52% |
06/08/2024 | 7,45% | 0,31 CHF | 0,32 CHF | 159 352 | 75 000 | 160 146 | 64 627 | 47 487 CHF | 20 557 CHF | 98,76% | 98,76% |
02/08/2024 | 13,68% | 0,33 CHF | 0,38 CHF | 157 081 | 20 000 | 150 427 | 20 000 | 51 858 CHF | 7 909 CHF | 92,19% | 92,19% |
31/07/2024 | 4,14% | 0,38 CHF | 0,40 CHF | 140 000 | 75 000 | 136 827 | 72 475 | 52 104 CHF | 28 777 CHF | 29,49% | 29,49% |