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 | 5,08% | 0,39 CHF | 0,41 CHF | 37 500 | 37 500 | 37 240 | 37 240 | 13 155 CHF | 13 836 CHF | 95,03% | 95,03% |
14/08/2024 | 2,07% | 0,50 CHF | 0,51 CHF | 100 000 | 75 000 | 108 688 | 73 962 | 52 494 CHF | 36 464 CHF | 92,42% | 92,42% |
13/08/2024 | 2,35% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 122 893 | 75 000 | 51 679 CHF | 32 323 CHF | 95,60% | 95,60% |
12/08/2024 | 2,16% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 114 192 | 75 000 | 52 343 CHF | 35 169 CHF | 94,26% | 94,26% |
09/08/2024 | 2,03% | 0,48 CHF | 0,49 CHF | 110 000 | 75 000 | 106 420 | 75 000 | 51 976 CHF | 37 412 CHF | 91,93% | 91,93% |
08/08/2024 | 2,23% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 117 845 | 75 000 | 52 200 CHF | 33 998 CHF | 97,93% | 97,93% |
07/08/2024 | 2,08% | 0,50 CHF | 0,51 CHF | 100 000 | 75 000 | 110 065 | 75 000 | 52 462 CHF | 36 534 CHF | 94,12% | 94,12% |
06/08/2024 | 2,90% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 124 468 | 64 526 | 52 102 CHF | 27 724 CHF | 94,27% | 94,27% |
02/08/2024 | 4,61% | 0,50 CHF | 0,52 CHF | 100 000 | 20 000 | 97 788 | 20 000 | 52 945 CHF | 11 367 CHF | 85,80% | 85,80% |
31/07/2024 | 1,45% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 74 236 | 71 178 | 54 993 CHF | 53 465 CHF | 27,14% | 27,14% |