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 | 5,56% | 0,20 CHF | 0,21 CHF | 250 000 | 50 000 | 261 706 | 49 728 | 50 314 CHF | 10 123 CHF | 95,85% | 95,85% |
14/08/2024 | 5,52% | 0,20 CHF | 0,21 CHF | 250 000 | 50 000 | 247 219 | 49 476 | 49 339 CHF | 10 429 CHF | 97,28% | 97,28% |
13/08/2024 | 5,65% | 0,20 CHF | 0,21 CHF | 250 000 | 50 000 | 261 753 | 50 000 | 50 673 CHF | 10 262 CHF | 96,11% | 96,11% |
12/08/2024 | 5,13% | 0,19 CHF | 0,20 CHF | 270 000 | 50 000 | 250 856 | 50 000 | 50 287 CHF | 10 565 CHF | 98,09% | 98,09% |
09/08/2024 | 4,69% | 0,22 CHF | 0,23 CHF | 230 000 | 50 000 | 229 317 | 50 000 | 50 555 CHF | 11 563 CHF | 100,00% | 100,00% |
08/08/2024 | 4,83% | 0,23 CHF | 0,24 CHF | 220 000 | 50 000 | 234 545 | 50 000 | 50 446 CHF | 11 306 CHF | 97,81% | 97,81% |
07/08/2024 | 4,38% | 0,25 CHF | 0,26 CHF | 200 000 | 50 000 | 205 815 | 50 000 | 50 296 CHF | 12 776 CHF | 96,62% | 96,62% |
06/08/2024 | 6,70% | 0,23 CHF | 0,24 CHF | 220 000 | 50 000 | 162 385 | 39 740 | 36 623 CHF | 9 499 CHF | 99,25% | 99,25% |
02/08/2024 | 12,65% | 0,22 CHF | 0,26 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 7 363 CHF | 2 786 CHF | 98,84% | 98,84% |
31/07/2024 | 4,70% | 0,31 CHF | 0,32 CHF | 170 000 | 50 000 | 168 917 | 47 382 | 48 110 CHF | 14 143 CHF | 29,73% | 29,73% |