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 | 2,08% | 0,51 CHF | 0,52 CHF | 100 000 | 25 000 | 109 639 | 24 946 | 52 118 CHF | 12 150 CHF | 97,08% | 97,08% |
14/08/2024 | 2,34% | 0,43 CHF | 0,44 CHF | 120 000 | 25 000 | 121 490 | 24 897 | 51 394 CHF | 10 786 CHF | 98,68% | 98,68% |
13/08/2024 | 2,61% | 0,37 CHF | 0,38 CHF | 140 000 | 25 000 | 138 602 | 25 000 | 52 341 CHF | 9 696 CHF | 96,65% | 96,65% |
12/08/2024 | 2,39% | 0,41 CHF | 0,42 CHF | 130 000 | 25 000 | 126 122 | 25 000 | 52 191 CHF | 10 600 CHF | 100,00% | 100,00% |
09/08/2024 | 2,37% | 0,41 CHF | 0,42 CHF | 130 000 | 25 000 | 123 436 | 25 000 | 51 364 CHF | 10 662 CHF | 100,00% | 100,00% |
08/08/2024 | 2,52% | 0,41 CHF | 0,42 CHF | 130 000 | 25 000 | 131 699 | 25 000 | 51 659 CHF | 10 062 CHF | 97,81% | 97,81% |
07/08/2024 | 2,34% | 0,43 CHF | 0,44 CHF | 120 000 | 25 000 | 122 491 | 25 000 | 51 743 CHF | 10 821 CHF | 82,52% | 82,52% |
06/08/2024 | 2,91% | 0,36 CHF | 0,37 CHF | 140 000 | 25 000 | 142 599 | 22 323 | 51 577 CHF | 8 298 CHF | 76,15% | 76,15% |
02/08/2024 | 5,72% | 0,49 CHF | 0,52 CHF | 3 750 | 3 750 | 3 750 | 3 750 | 1 912 CHF | 2 024 CHF | 97,09% | 97,09% |
31/07/2024 | 2,96% | 0,59 CHF | 0,60 CHF | 12 500 | 12 500 | 12 246 | 12 246 | 7 348 CHF | 7 569 CHF | 30,66% | 30,66% |