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 | 3,00% | 0,31 CHF | 0,32 CHF | 170 000 | 75 000 | 157 834 | 73 950 | 51 818 CHF | 25 060 CHF | 99,18% | 99,18% |
14/08/2024 | 3,05% | 0,34 CHF | 0,35 CHF | 150 000 | 75 000 | 158 896 | 73 268 | 51 313 CHF | 24 408 CHF | 98,49% | 98,49% |
13/08/2024 | 3,00% | 0,32 CHF | 0,33 CHF | 160 000 | 75 000 | 159 329 | 75 000 | 52 269 CHF | 25 358 CHF | 96,31% | 96,31% |
12/08/2024 | 3,10% | 0,33 CHF | 0,34 CHF | 160 000 | 75 000 | 164 682 | 75 000 | 52 262 CHF | 24 568 CHF | 100,00% | 100,00% |
09/08/2024 | 2,98% | 0,33 CHF | 0,34 CHF | 160 000 | 75 000 | 159 130 | 75 000 | 52 640 CHF | 25 564 CHF | 100,00% | 100,00% |
08/08/2024 | 2,72% | 0,34 CHF | 0,35 CHF | 150 000 | 75 000 | 141 609 | 75 000 | 51 401 CHF | 27 989 CHF | 97,96% | 97,96% |
07/08/2024 | 2,90% | 0,34 CHF | 0,35 CHF | 150 000 | 75 000 | 150 849 | 75 000 | 51 302 CHF | 26 261 CHF | 100,00% | 100,00% |
06/08/2024 | 2,85% | 0,35 CHF | 0,36 CHF | 150 000 | 75 000 | 151 312 | 54 513 | 52 261 CHF | 19 551 CHF | 99,25% | 99,25% |
02/08/2024 | 6,27% | 0,28 CHF | 0,30 CHF | 180 000 | 20 000 | 187 538 | 20 000 | 51 143 CHF | 5 810 CHF | 99,11% | 99,11% |
31/07/2024 | 3,98% | 0,25 CHF | 0,26 CHF | 188 059 | 75 000 | 187 866 | 68 221 | 46 308 CHF | 17 542 CHF | 30,67% | 30,67% |