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 | 2,69% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 143 321 | 143 321 | 52 575 CHF | 54 008 CHF | 100,00% | 100,00% |
14/08/2024 | 1,88% | 0,54 CHF | 0,55 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 65 801 CHF | 67 051 CHF | 100,00% | 100,00% |
13/08/2024 | 2,14% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 127 094 | 127 094 | 58 794 CHF | 60 065 CHF | 99,58% | 99,58% |
12/08/2024 | 1,92% | 0,49 CHF | 0,50 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 64 434 CHF | 65 684 CHF | 97,29% | 97,29% |
09/08/2024 | 1,83% | 0,54 CHF | 0,55 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 67 761 CHF | 69 011 CHF | 99,84% | 99,84% |
08/08/2024 | 2,05% | 0,51 CHF | 0,52 CHF | 125 000 | 125 000 | 141 632 | 141 631 | 68 264 CHF | 69 679 CHF | 99,97% | 99,97% |
07/08/2024 | 1,87% | 0,56 CHF | 0,57 CHF | 125 000 | 125 000 | 125 904 | 125 904 | 66 728 CHF | 67 987 CHF | 99,92% | 99,92% |
06/08/2024 | 2,12% | 0,48 CHF | 0,49 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 70 263 CHF | 71 763 CHF | 99,30% | 99,30% |
02/08/2024 | 1,63% | 0,55 CHF | 0,56 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 76 495 CHF | 77 745 CHF | 99,74% | 99,74% |
31/07/2024 | 1,17% | 0,83 CHF | 0,84 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 106 229 CHF | 107 479 CHF | 32,15% | 32,15% |