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 | 4,78% | 0,32 CHF | 0,33 CHF | 164 924 | 50 000 | 163 055 | 48 985 | 51 019 CHF | 16 068 CHF | 82,07% | 82,07% |
14/08/2024 | 4,99% | 0,31 CHF | 0,32 CHF | 166 808 | 50 000 | 162 905 | 47 891 | 51 284 CHF | 15 849 CHF | 61,22% | 61,22% |
13/08/2024 | 4,58% | 0,30 CHF | 0,31 CHF | 173 739 | 50 000 | 167 172 | 50 000 | 51 181 CHF | 16 064 CHF | 69,76% | 69,76% |
12/08/2024 | 4,41% | 0,33 CHF | 0,35 CHF | 160 000 | 50 000 | 158 489 | 50 000 | 51 639 CHF | 17 045 CHF | 58,60% | 58,60% |
09/08/2024 | 4,57% | 0,32 CHF | 0,34 CHF | 160 000 | 50 000 | 166 112 | 50 000 | 52 070 CHF | 16 415 CHF | 95,56% | 95,56% |
08/08/2024 | 6,25% | 0,28 CHF | 0,29 CHF | 186 392 | 50 000 | 189 366 | 50 000 | 48 424 CHF | 13 609 CHF | 77,87% | 77,87% |
07/08/2024 | 5,07% | 0,30 CHF | 0,31 CHF | 174 237 | 50 000 | 177 602 | 50 000 | 50 818 CHF | 15 081 CHF | 42,68% | 42,68% |
06/08/2024 | 8,33% | 0,24 CHF | 0,26 CHF | 202 324 | 50 000 | 200 839 | 38 922 | 48 063 CHF | 10 041 CHF | 91,89% | 91,89% |
02/08/2024 | 16,44% | 0,24 CHF | 0,29 CHF | 189 822 | 10 000 | 187 936 | 10 000 | 47 459 CHF | 2 978 CHF | 90,12% | 90,12% |
31/07/2024 | 5,00% | 0,31 CHF | 0,32 CHF | 170 000 | 50 000 | 172 080 | 44 799 | 51 839 CHF | 14 174 CHF | 7,29% | 7,29% |