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 | 2,76% | 0,35 CHF | 0,36 CHF | 119 821 | 50 000 | 119 812 | 49 863 | 43 505 CHF | 18 611 CHF | 98,38% | 98,38% |
14/08/2024 | 2,84% | 0,37 CHF | 0,38 CHF | 119 515 | 50 000 | 119 017 | 49 506 | 42 653 CHF | 18 246 CHF | 98,49% | 98,49% |
13/08/2024 | 2,56% | 0,37 CHF | 0,38 CHF | 119 585 | 50 000 | 120 400 | 50 000 | 46 528 CHF | 19 821 CHF | 96,74% | 96,74% |
12/08/2024 | 2,58% | 0,38 CHF | 0,39 CHF | 120 138 | 50 000 | 120 466 | 50 000 | 46 074 CHF | 19 622 CHF | 100,00% | 100,00% |
09/08/2024 | 2,65% | 0,38 CHF | 0,39 CHF | 119 653 | 50 000 | 119 617 | 50 000 | 44 565 CHF | 19 127 CHF | 100,00% | 100,00% |
08/08/2024 | 2,60% | 0,37 CHF | 0,38 CHF | 119 351 | 50 000 | 119 114 | 50 000 | 45 239 CHF | 19 490 CHF | 96,70% | 96,70% |
07/08/2024 | 2,79% | 0,33 CHF | 0,34 CHF | 118 265 | 75 000 | 118 475 | 75 000 | 41 929 CHF | 27 291 CHF | 97,17% | 97,17% |
06/08/2024 | 5,54% | 0,39 CHF | 0,41 CHF | 25 000 | 25 000 | 19 849 | 19 849 | 7 933 CHF | 8 366 CHF | 98,33% | 98,33% |
02/08/2024 | 16,19% | 0,16 CHF | 0,19 CHF | 112 612 | 10 000 | 113 678 | 10 000 | 18 529 CHF | 1 914 CHF | 98,57% | 98,57% |
31/07/2024 | 7,14% | 0,16 CHF | 0,17 CHF | 114 669 | 50 000 | 114 401 | 47 196 | 17 183 CHF | 7 619 CHF | 18,05% | 18,05% |