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 | 1,81% | 0,58 CHF | 0,59 CHF | 90 000 | 25 000 | 96 736 | 24 946 | 52 924 CHF | 13 927 CHF | 97,07% | 97,07% |
14/08/2024 | 2,00% | 0,50 CHF | 0,51 CHF | 100 000 | 25 000 | 104 504 | 24 897 | 51 677 CHF | 12 569 CHF | 98,68% | 98,68% |
13/08/2024 | 2,21% | 0,44 CHF | 0,45 CHF | 120 000 | 25 000 | 118 526 | 25 000 | 53 100 CHF | 11 456 CHF | 96,65% | 96,65% |
12/08/2024 | 2,04% | 0,48 CHF | 0,49 CHF | 110 000 | 25 000 | 109 839 | 25 000 | 53 312 CHF | 12 385 CHF | 100,00% | 100,00% |
09/08/2024 | 2,03% | 0,48 CHF | 0,49 CHF | 110 000 | 25 000 | 106 545 | 25 000 | 51 992 CHF | 12 459 CHF | 100,00% | 100,00% |
08/08/2024 | 2,13% | 0,48 CHF | 0,49 CHF | 110 000 | 25 000 | 111 000 | 25 000 | 51 471 CHF | 11 846 CHF | 97,81% | 97,81% |
07/08/2024 | 2,00% | 0,50 CHF | 0,51 CHF | 100 000 | 25 000 | 103 092 | 25 000 | 50 909 CHF | 12 608 CHF | 82,52% | 82,52% |
06/08/2024 | 2,42% | 0,43 CHF | 0,44 CHF | 120 000 | 25 000 | 120 320 | 22 306 | 52 125 CHF | 9 884 CHF | 75,67% | 75,67% |
02/08/2024 | 5,04% | 0,56 CHF | 0,59 CHF | 3 750 | 3 750 | 3 750 | 3 750 | 2 177 CHF | 2 289 CHF | 95,77% | 95,77% |
31/07/2024 | 2,63% | 0,66 CHF | 0,67 CHF | 12 500 | 12 500 | 12 246 | 12 246 | 8 213 CHF | 8 432 CHF | 30,66% | 30,66% |