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 | 3,25% | 0,32 CHF | 0,33 CHF | 160 000 | 50 000 | 166 829 | 49 160 | 51 186 CHF | 15 584 CHF | 99,18% | 99,18% |
14/08/2024 | 3,32% | 0,32 CHF | 0,33 CHF | 160 000 | 50 000 | 167 399 | 48 379 | 52 387 CHF | 15 649 CHF | 98,48% | 98,48% |
13/08/2024 | 3,22% | 0,31 CHF | 0,32 CHF | 170 000 | 50 000 | 168 913 | 50 000 | 51 661 CHF | 15 797 CHF | 96,32% | 96,32% |
12/08/2024 | 2,95% | 0,34 CHF | 0,35 CHF | 150 000 | 50 000 | 155 171 | 50 000 | 51 853 CHF | 17 217 CHF | 100,00% | 100,00% |
09/08/2024 | 2,81% | 0,34 CHF | 0,35 CHF | 150 000 | 25 000 | 146 071 | 25 000 | 51 189 CHF | 9 020 CHF | 100,00% | 100,00% |
08/08/2024 | 2,56% | 0,37 CHF | 0,38 CHF | 140 000 | 25 000 | 135 522 | 25 000 | 52 234 CHF | 9 918 CHF | 97,25% | 97,25% |
07/08/2024 | 2,34% | 0,43 CHF | 0,44 CHF | 120 000 | 25 000 | 122 615 | 25 000 | 51 735 CHF | 10 807 CHF | 100,00% | 100,00% |
06/08/2024 | 5,47% | 0,41 CHF | 0,43 CHF | 25 000 | 25 000 | 18 853 | 18 853 | 7 739 CHF | 8 145 CHF | 99,24% | 99,24% |
02/08/2024 | 9,26% | 0,29 CHF | 0,32 CHF | 177 154 | 10 000 | 168 570 | 10 000 | 51 383 CHF | 3 347 CHF | 87,99% | 87,99% |
31/07/2024 | 2,92% | 0,38 CHF | 0,39 CHF | 140 000 | 25 000 | 139 895 | 24 661 | 52 387 CHF | 9 510 CHF | 30,67% | 30,67% |