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 | 5,53% | 0,29 CHF | 0,31 CHF | 156 871 | 75 000 | 156 698 | 74 598 | 44 721 CHF | 22 496 CHF | 98,36% | 98,36% |
14/08/2024 | 6,53% | 0,29 CHF | 0,30 CHF | 155 866 | 75 000 | 155 880 | 73 931 | 43 912 CHF | 22 226 CHF | 94,23% | 94,23% |
13/08/2024 | 5,72% | 0,30 CHF | 0,32 CHF | 154 482 | 75 000 | 157 559 | 75 000 | 43 129 CHF | 21 743 CHF | 97,10% | 97,10% |
12/08/2024 | 7,41% | 0,24 CHF | 0,26 CHF | 161 095 | 75 000 | 163 871 | 75 000 | 35 078 CHF | 17 296 CHF | 89,95% | 89,95% |
09/08/2024 | 5,31% | 0,29 CHF | 0,31 CHF | 155 206 | 75 000 | 154 591 | 75 000 | 46 702 CHF | 23 900 CHF | 100,00% | 100,00% |
08/08/2024 | 6,06% | 0,25 CHF | 0,27 CHF | 159 227 | 75 000 | 158 958 | 75 000 | 39 421 CHF | 19 765 CHF | 96,70% | 96,70% |
07/08/2024 | 5,69% | 0,27 CHF | 0,29 CHF | 157 739 | 75 000 | 158 887 | 75 000 | 39 783 CHF | 19 878 CHF | 100,00% | 100,00% |
06/08/2024 | 10,08% | 0,23 CHF | 0,25 CHF | 159 370 | 75 000 | 160 131 | 64 528 | 35 242 CHF | 15 615 CHF | 97,82% | 97,82% |
02/08/2024 | 17,19% | 0,25 CHF | 0,30 CHF | 60 000 | 20 000 | 60 000 | 20 000 | 16 089 CHF | 6 370 CHF | 95,07% | 95,07% |
31/07/2024 | 6,36% | 0,31 CHF | 0,32 CHF | 156 988 | 75 000 | 157 034 | 72 475 | 47 663 CHF | 23 451 CHF | 29,49% | 29,49% |