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 | 3,17% | 0,43 CHF | 0,44 CHF | 120 000 | 50 000 | 119 588 | 49 306 | 51 831 CHF | 22 050 CHF | 98,38% | 98,38% |
14/08/2024 | 3,37% | 0,43 CHF | 0,45 CHF | 119 701 | 50 000 | 119 923 | 47 712 | 50 610 CHF | 20 857 CHF | 57,35% | 57,35% |
13/08/2024 | 3,27% | 0,42 CHF | 0,43 CHF | 121 734 | 50 000 | 123 270 | 50 000 | 49 353 CHF | 20 691 CHF | 76,06% | 76,06% |
12/08/2024 | 3,10% | 0,38 CHF | 0,40 CHF | 126 623 | 50 000 | 118 407 | 50 000 | 51 055 CHF | 22 252 CHF | 94,45% | 94,45% |
09/08/2024 | 2,72% | 0,46 CHF | 0,47 CHF | 115 107 | 50 000 | 112 807 | 50 000 | 52 042 CHF | 23 720 CHF | 74,94% | 74,94% |
08/08/2024 | 2,55% | 0,49 CHF | 0,51 CHF | 109 314 | 50 000 | 104 295 | 50 000 | 51 206 CHF | 25 218 CHF | 78,57% | 78,57% |
07/08/2024 | 2,91% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 105 211 | 50 000 | 51 476 CHF | 25 213 CHF | 63,25% | 63,25% |
06/08/2024 | 4,27% | 0,42 CHF | 0,44 CHF | 116 279 | 50 000 | 114 430 | 37 632 | 48 578 CHF | 16 692 CHF | 99,39% | 99,39% |
02/08/2024 | 9,08% | 0,53 CHF | 0,57 CHF | 100 000 | 10 000 | 114 064 | 10 000 | 49 138 CHF | 4 737 CHF | 74,98% | 74,98% |
31/07/2024 | 3,11% | 0,44 CHF | 0,46 CHF | 116 791 | 50 000 | 114 127 | 48 163 | 51 225 CHF | 22 278 CHF | 26,20% | 26,20% |