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 | 4,11% | 0,40 CHF | 0,41 CHF | 130 000 | 25 000 | 130 490 | 24 920 | 51 625 CHF | 10 278 CHF | 98,37% | 98,37% |
14/08/2024 | 4,11% | 0,39 CHF | 0,41 CHF | 130 000 | 25 000 | 133 837 | 24 849 | 51 398 CHF | 9 950 CHF | 98,49% | 98,49% |
13/08/2024 | 4,53% | 0,35 CHF | 0,36 CHF | 150 000 | 25 000 | 151 085 | 25 000 | 51 716 CHF | 8 966 CHF | 97,06% | 97,06% |
12/08/2024 | 3,95% | 0,37 CHF | 0,38 CHF | 140 000 | 25 000 | 139 849 | 25 000 | 52 344 CHF | 9 736 CHF | 100,00% | 100,00% |
09/08/2024 | 4,41% | 0,36 CHF | 0,38 CHF | 140 000 | 25 000 | 139 793 | 25 000 | 51 979 CHF | 9 716 CHF | 99,90% | 99,90% |
08/08/2024 | 4,66% | 0,35 CHF | 0,36 CHF | 150 000 | 25 000 | 155 422 | 25 000 | 52 018 CHF | 8 777 CHF | 96,66% | 96,66% |
07/08/2024 | 4,48% | 0,39 CHF | 0,41 CHF | 130 000 | 25 000 | 145 133 | 25 000 | 51 624 CHF | 9 366 CHF | 99,54% | 99,54% |
06/08/2024 | 6,46% | 0,31 CHF | 0,33 CHF | 170 000 | 25 000 | 158 835 | 22 942 | 51 735 CHF | 7 958 CHF | 99,53% | 99,53% |
02/08/2024 | 10,53% | 0,38 CHF | 0,43 CHF | 140 000 | 7 500 | 113 483 | 7 500 | 52 100 CHF | 3 855 CHF | 97,49% | 97,49% |
31/07/2024 | 3,04% | 0,62 CHF | 0,64 CHF | 90 000 | 25 000 | 86 229 | 24 656 | 53 860 CHF | 15 882 CHF | 29,35% | 29,35% |