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 | 2,21% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 115 903 | 36 365 | 51 997 CHF | 18 368 CHF | 39,69% | 39,69% |
14/08/2024 | 1,86% | 0,50 CHF | 0,51 CHF | 100 000 | 75 000 | 100 277 | 40 327 | 53 500 CHF | 21 547 CHF | 36,18% | 36,18% |
13/08/2024 | 1,78% | 0,56 CHF | 0,57 CHF | 90 000 | 75 000 | 94 576 | 32 849 | 52 550 CHF | 18 646 CHF | 62,61% | 62,61% |
12/08/2024 | 1,79% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 98 552 | 34 957 | 54 475 CHF | 19 806 CHF | 45,26% | 45,26% |
09/08/2024 | 1,92% | 0,51 CHF | 0,52 CHF | 100 000 | 75 000 | 100 204 | 37 305 | 51 727 CHF | 19 478 CHF | 38,48% | 38,48% |
08/08/2024 | 2,11% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 109 842 | 50 398 | 51 417 CHF | 24 420 CHF | 54,12% | 54,12% |
07/08/2024 | 2,15% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 112 921 | 52 661 | 51 987 CHF | 24 720 CHF | 46,48% | 46,48% |
06/08/2024 | 2,47% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 129 796 | 53 854 | 51 987 CHF | 22 278 CHF | 34,72% | 34,72% |
02/08/2024 | 2,51% | 0,36 CHF | 0,37 CHF | 140 000 | 75 000 | 132 168 | 50 300 | 51 975 CHF | 20 130 CHF | 49,17% | 49,17% |
30/07/2024 | 2,13% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 110 129 | 50 367 | 51 248 CHF | 23 984 CHF | 42,70% | 42,70% |