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 | 3,49% | 0,27 CHF | 0,28 CHF | 190 000 | 75 000 | 182 883 | 73 947 | 51 566 CHF | 21 624 CHF | 98,85% | 98,85% |
14/08/2024 | 3,58% | 0,29 CHF | 0,30 CHF | 180 000 | 75 000 | 186 917 | 73 268 | 51 226 CHF | 20 819 CHF | 98,48% | 98,48% |
13/08/2024 | 3,52% | 0,27 CHF | 0,28 CHF | 190 000 | 75 000 | 181 821 | 75 000 | 50 716 CHF | 21 677 CHF | 96,31% | 96,31% |
12/08/2024 | 3,63% | 0,28 CHF | 0,29 CHF | 180 000 | 75 000 | 188 470 | 75 000 | 51 039 CHF | 21 072 CHF | 100,00% | 100,00% |
09/08/2024 | 3,49% | 0,29 CHF | 0,30 CHF | 180 000 | 75 000 | 180 000 | 75 000 | 50 714 CHF | 21 881 CHF | 100,00% | 100,00% |
08/08/2024 | 3,12% | 0,29 CHF | 0,30 CHF | 180 000 | 75 000 | 164 021 | 75 000 | 51 730 CHF | 24 428 CHF | 97,96% | 97,96% |
07/08/2024 | 3,38% | 0,29 CHF | 0,30 CHF | 180 000 | 75 000 | 178 480 | 75 000 | 51 953 CHF | 22 587 CHF | 100,00% | 100,00% |
06/08/2024 | 3,43% | 0,31 CHF | 0,32 CHF | 170 000 | 75 000 | 172 441 | 54 513 | 51 489 CHF | 16 990 CHF | 99,25% | 99,25% |
02/08/2024 | 7,05% | 0,24 CHF | 0,25 CHF | 189 625 | 20 000 | 189 921 | 20 000 | 42 891 CHF | 4 846 CHF | 99,11% | 99,11% |
31/07/2024 | 5,00% | 0,20 CHF | 0,21 CHF | 188 802 | 75 000 | 188 264 | 68 221 | 37 230 CHF | 14 218 CHF | 30,67% | 30,67% |