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 | 7,47% | 0,24 CHF | 0,26 CHF | 210 000 | 75 000 | 209 624 | 74 598 | 50 358 CHF | 19 319 CHF | 98,36% | 98,36% |
14/08/2024 | 7,97% | 0,24 CHF | 0,26 CHF | 210 000 | 75 000 | 210 039 | 74 718 | 50 394 CHF | 19 413 CHF | 79,94% | 79,94% |
13/08/2024 | 6,72% | 0,26 CHF | 0,27 CHF | 200 000 | 75 000 | 212 695 | 75 000 | 50 415 CHF | 19 037 CHF | 74,93% | 74,93% |
12/08/2024 | 9,29% | 0,20 CHF | 0,21 CHF | 257 445 | 75 000 | 256 546 | 75 000 | 47 737 CHF | 15 324 CHF | 51,40% | 51,40% |
09/08/2024 | 5,59% | 0,25 CHF | 0,26 CHF | 200 000 | 75 000 | 200 771 | 75 000 | 51 421 CHF | 20 326 CHF | 100,00% | 100,00% |
08/08/2024 | 7,90% | 0,22 CHF | 0,24 CHF | 229 768 | 75 000 | 232 040 | 75 000 | 50 244 CHF | 17 581 CHF | 84,57% | 84,57% |
07/08/2024 | 6,72% | 0,23 CHF | 0,25 CHF | 220 000 | 75 000 | 229 352 | 75 000 | 50 317 CHF | 17 607 CHF | 79,74% | 79,74% |
06/08/2024 | 11,27% | 0,21 CHF | 0,22 CHF | 241 213 | 75 000 | 243 726 | 63 524 | 48 087 CHF | 13 948 CHF | 89,26% | 89,26% |
02/08/2024 | 20,00% | 0,21 CHF | 0,26 CHF | 224 957 | 20 000 | 220 231 | 20 000 | 50 117 CHF | 5 562 CHF | 68,85% | 68,85% |
31/07/2024 | 6,90% | 0,26 CHF | 0,28 CHF | 200 000 | 75 000 | 199 885 | 72 475 | 51 403 CHF | 19 965 CHF | 29,49% | 29,49% |