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 | 4,09% | 0,25 CHF | 0,26 CHF | 185 744 | 50 000 | 186 474 | 49 863 | 45 279 CHF | 12 613 CHF | 98,38% | 98,38% |
14/08/2024 | 4,06% | 0,24 CHF | 0,25 CHF | 187 444 | 50 000 | 183 220 | 49 506 | 45 001 CHF | 12 670 CHF | 98,49% | 98,49% |
13/08/2024 | 4,27% | 0,24 CHF | 0,25 CHF | 189 672 | 50 000 | 193 172 | 50 000 | 44 274 CHF | 11 962 CHF | 96,74% | 96,74% |
12/08/2024 | 4,20% | 0,24 CHF | 0,25 CHF | 191 872 | 50 000 | 190 311 | 50 000 | 44 429 CHF | 12 176 CHF | 100,00% | 100,00% |
09/08/2024 | 4,09% | 0,24 CHF | 0,25 CHF | 190 667 | 50 000 | 187 215 | 50 000 | 44 882 CHF | 12 488 CHF | 100,00% | 100,00% |
08/08/2024 | 4,15% | 0,24 CHF | 0,25 CHF | 185 539 | 50 000 | 189 320 | 50 000 | 44 747 CHF | 12 320 CHF | 96,70% | 96,70% |
07/08/2024 | 3,92% | 0,26 CHF | 0,27 CHF | 175 342 | 75 000 | 181 231 | 75 000 | 45 340 CHF | 19 526 CHF | 100,00% | 100,00% |
06/08/2024 | 10,01% | 0,22 CHF | 0,24 CHF | 25 000 | 25 000 | 19 440 | 19 440 | 4 354 CHF | 4 777 CHF | 91,44% | 91,44% |
02/08/2024 | 7,22% | 0,39 CHF | 0,42 CHF | 130 000 | 10 000 | 133 457 | 10 000 | 51 714 CHF | 4 168 CHF | 97,50% | 97,50% |
31/07/2024 | 2,65% | 0,41 CHF | 0,42 CHF | 130 000 | 50 000 | 126 274 | 47 890 | 51 971 CHF | 20 233 CHF | 23,98% | 23,98% |