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 | 3,96% | 0,27 CHF | 0,28 CHF | 186 534 | 75 000 | 193 926 | 74 258 | 48 494 CHF | 19 321 CHF | 83,31% | 83,31% |
14/08/2024 | 4,72% | 0,24 CHF | 0,25 CHF | 203 203 | 75 000 | 214 852 | 73 099 | 46 781 CHF | 16 695 CHF | 82,21% | 82,21% |
13/08/2024 | 5,29% | 0,19 CHF | 0,20 CHF | 240 759 | 75 000 | 243 777 | 74 971 | 44 996 CHF | 14 614 CHF | 95,30% | 95,30% |
12/08/2024 | 4,94% | 0,19 CHF | 0,20 CHF | 238 454 | 75 000 | 241 067 | 75 000 | 47 601 CHF | 15 566 CHF | 98,29% | 98,29% |
09/08/2024 | 5,23% | 0,18 CHF | 0,19 CHF | 256 324 | 75 000 | 258 617 | 75 000 | 48 212 CHF | 14 746 CHF | 57,02% | 57,02% |
08/08/2024 | 7,52% | 0,18 CHF | 0,19 CHF | 287 198 | 75 000 | 281 618 | 70 135 | 39 987 CHF | 10 786 CHF | 94,07% | 94,07% |
07/08/2024 | 6,51% | 0,16 CHF | 0,17 CHF | 290 026 | 75 000 | 302 265 | 75 000 | 44 975 CHF | 11 919 CHF | 63,21% | 63,21% |
06/08/2024 | 10,89% | 0,11 CHF | 0,12 CHF | 377 962 | 75 000 | 387 208 | 56 869 | 43 898 CHF | 7 047 CHF | 66,47% | 66,47% |
02/08/2024 | 14,95% | 0,19 CHF | 0,22 CHF | 269 031 | 20 000 | 258 832 | 20 000 | 48 823 CHF | 4 388 CHF | 54,80% | 54,80% |
31/07/2024 | 5,70% | 0,34 CHF | 0,36 CHF | 150 000 | 75 000 | 154 527 | 68 218 | 51 796 CHF | 24 183 CHF | 30,67% | 30,67% |