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 | 4,56% | 0,44 CHF | 0,46 CHF | 120 000 | 50 000 | 120 000 | 49 194 | 52 858 CHF | 22 675 CHF | 94,88% | 94,88% |
14/08/2024 | 3,60% | 0,44 CHF | 0,46 CHF | 120 000 | 50 000 | 121 116 | 48 555 | 51 439 CHF | 21 404 CHF | 96,11% | 96,11% |
13/08/2024 | 2,61% | 0,42 CHF | 0,43 CHF | 120 000 | 50 000 | 122 787 | 50 000 | 51 525 CHF | 21 550 CHF | 95,29% | 95,29% |
12/08/2024 | 3,15% | 0,42 CHF | 0,43 CHF | 120 000 | 50 000 | 120 000 | 50 000 | 51 919 CHF | 22 331 CHF | 100,00% | 100,00% |
09/08/2024 | 2,40% | 0,43 CHF | 0,44 CHF | 120 000 | 50 000 | 121 783 | 50 000 | 51 018 CHF | 21 465 CHF | 100,00% | 100,00% |
08/08/2024 | 3,29% | 0,40 CHF | 0,41 CHF | 130 000 | 50 000 | 109 491 | 43 891 | 41 717 CHF | 17 228 CHF | 97,45% | 97,45% |
07/08/2024 | 5,52% | 0,38 CHF | 0,40 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 9 045 CHF | 9 558 CHF | 98,86% | 98,86% |
06/08/2024 | 4,26% | 0,33 CHF | 0,34 CHF | 160 000 | 50 000 | 159 271 | 37 934 | 52 235 CHF | 12 973 CHF | 96,06% | 96,06% |
02/08/2024 | 8,77% | 0,33 CHF | 0,36 CHF | 160 000 | 10 000 | 151 407 | 10 000 | 51 782 CHF | 3 735 CHF | 94,63% | 94,63% |
31/07/2024 | 2,96% | 0,43 CHF | 0,44 CHF | 120 000 | 50 000 | 120 000 | 45 593 | 50 968 CHF | 19 936 CHF | 30,67% | 30,67% |