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 | 3,37% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 148 417 | 49 556 | 51 662 CHF | 17 870 CHF | 89,42% | 89,42% |
14/08/2024 | 3,55% | 0,34 CHF | 0,35 CHF | 150 000 | 50 000 | 153 635 | 49 162 | 51 804 CHF | 17 180 CHF | 88,99% | 88,99% |
13/08/2024 | 3,74% | 0,31 CHF | 0,32 CHF | 170 000 | 50 000 | 176 441 | 50 000 | 51 365 CHF | 15 129 CHF | 86,53% | 86,53% |
12/08/2024 | 3,65% | 0,30 CHF | 0,31 CHF | 170 000 | 50 000 | 170 315 | 50 000 | 51 498 CHF | 15 684 CHF | 95,64% | 95,64% |
09/08/2024 | 3,81% | 0,30 CHF | 0,31 CHF | 170 000 | 50 000 | 169 267 | 50 000 | 51 777 CHF | 15 891 CHF | 92,73% | 92,73% |
08/08/2024 | 4,04% | 0,30 CHF | 0,31 CHF | 170 000 | 50 000 | 177 123 | 50 000 | 51 353 CHF | 15 104 CHF | 93,53% | 93,53% |
07/08/2024 | 3,72% | 0,32 CHF | 0,33 CHF | 160 000 | 50 000 | 173 180 | 50 000 | 51 290 CHF | 15 403 CHF | 98,13% | 98,13% |
06/08/2024 | 6,24% | 0,26 CHF | 0,27 CHF | 200 000 | 50 000 | 201 120 | 39 624 | 50 716 CHF | 10 547 CHF | 83,93% | 83,93% |
02/08/2024 | 9,96% | 0,32 CHF | 0,36 CHF | 160 000 | 10 000 | 149 217 | 10 000 | 51 837 CHF | 3 846 CHF | 88,50% | 88,50% |
31/07/2024 | 3,02% | 0,42 CHF | 0,43 CHF | 120 000 | 50 000 | 122 643 | 48 277 | 51 348 CHF | 20 845 CHF | 29,35% | 29,35% |