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 | 2,38% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 132 691 | 132 693 | 55 304 CHF | 56 632 CHF | 100,00% | 100,00% |
14/08/2024 | 2,34% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 126 963 | 126 963 | 53 707 CHF | 54 976 CHF | 100,00% | 100,00% |
13/08/2024 | 2,83% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 152 109 | 152 108 | 53 022 CHF | 54 543 CHF | 98,86% | 98,86% |
12/08/2024 | 2,57% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 143 006 | 143 003 | 54 841 CHF | 56 270 CHF | 99,03% | 99,03% |
09/08/2024 | 2,49% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 137 903 | 137 900 | 54 702 CHF | 56 080 CHF | 99,84% | 99,84% |
08/08/2024 | 2,53% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 140 705 | 140 705 | 54 864 CHF | 56 271 CHF | 100,00% | 100,00% |
07/08/2024 | 2,21% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 125 491 | 125 490 | 56 400 CHF | 57 655 CHF | 99,43% | 99,43% |
06/08/2024 | 3,01% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 165 456 | 165 456 | 54 256 CHF | 55 910 CHF | 99,53% | 99,53% |
02/08/2024 | 2,35% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 126 964 | 126 964 | 53 564 CHF | 54 834 CHF | 99,61% | 99,61% |
30/07/2024 | 1,76% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 133 | 100 134 | 56 601 CHF | 57 603 CHF | 100,00% | 100,00% |