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 | 2,52% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 138 941 | 138 938 | 54 445 CHF | 55 834 CHF | 100,00% | 100,00% |
14/08/2024 | 2,75% | 0,41 CHF | 0,42 CHF | 150 000 | 150 000 | 151 330 | 151 330 | 54 436 CHF | 55 949 CHF | 100,00% | 100,00% |
13/08/2024 | 3,10% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 169 322 | 169 322 | 53 717 CHF | 55 411 CHF | 98,78% | 98,78% |
12/08/2024 | 2,78% | 0,33 CHF | 0,34 CHF | 150 000 | 150 000 | 152 635 | 152 635 | 54 122 CHF | 55 648 CHF | 98,93% | 98,93% |
09/08/2024 | 3,02% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 172 137 | 172 137 | 56 217 CHF | 57 938 CHF | 99,84% | 99,84% |
08/08/2024 | 3,99% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 214 782 | 214 782 | 52 696 CHF | 54 844 CHF | 100,00% | 100,00% |
07/08/2024 | 3,34% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 183 394 | 183 394 | 53 995 CHF | 55 828 CHF | 99,45% | 99,45% |
06/08/2024 | 3,16% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 175 800 | 175 800 | 54 783 CHF | 56 541 CHF | 99,00% | 99,00% |
02/08/2024 | 2,89% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 155 803 | 155 803 | 53 195 CHF | 54 753 CHF | 99,76% | 99,76% |
31/07/2024 | 1,77% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 188 CHF | 57 188 CHF | 32,11% | 32,11% |