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 | 3,06% | 0,34 CHF | 0,35 CHF | 150 000 | 75 000 | 158 781 | 74 286 | 51 518 CHF | 24 855 CHF | 86,61% | 86,61% |
14/08/2024 | 3,33% | 0,32 CHF | 0,33 CHF | 160 000 | 75 000 | 170 159 | 73 099 | 51 600 CHF | 22 920 CHF | 82,21% | 82,21% |
13/08/2024 | 3,39% | 0,29 CHF | 0,30 CHF | 180 000 | 75 000 | 176 531 | 74 970 | 51 286 CHF | 22 544 CHF | 94,88% | 94,88% |
12/08/2024 | 3,31% | 0,30 CHF | 0,31 CHF | 170 000 | 75 000 | 172 816 | 75 000 | 51 401 CHF | 23 067 CHF | 99,43% | 99,43% |
09/08/2024 | 3,46% | 0,28 CHF | 0,29 CHF | 180 000 | 75 000 | 180 386 | 75 000 | 51 238 CHF | 22 062 CHF | 99,95% | 99,95% |
08/08/2024 | 4,41% | 0,27 CHF | 0,28 CHF | 190 000 | 75 000 | 183 329 | 70 243 | 45 376 CHF | 18 182 CHF | 96,35% | 96,35% |
07/08/2024 | 3,73% | 0,26 CHF | 0,27 CHF | 200 000 | 75 000 | 196 284 | 75 000 | 51 653 CHF | 20 496 CHF | 77,35% | 77,35% |
06/08/2024 | 5,61% | 0,23 CHF | 0,24 CHF | 220 000 | 75 000 | 221 756 | 56 804 | 50 522 CHF | 13 481 CHF | 66,22% | 66,22% |
02/08/2024 | 10,79% | 0,27 CHF | 0,30 CHF | 190 000 | 20 000 | 193 217 | 20 000 | 51 426 CHF | 5 936 CHF | 86,93% | 86,93% |
31/07/2024 | 3,13% | 0,36 CHF | 0,37 CHF | 140 000 | 75 000 | 145 201 | 68 219 | 51 481 CHF | 24 940 CHF | 30,67% | 30,67% |