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 | 3,14% | 0,32 CHF | 0,33 CHF | 160 000 | 50 000 | 161 110 | 49 467 | 51 602 CHF | 16 347 CHF | 97,67% | 97,67% |
14/08/2024 | 3,35% | 0,30 CHF | 0,31 CHF | 170 000 | 50 000 | 164 934 | 49 236 | 51 563 CHF | 15 929 CHF | 94,50% | 94,50% |
13/08/2024 | 3,40% | 0,30 CHF | 0,31 CHF | 170 000 | 50 000 | 177 600 | 50 000 | 51 421 CHF | 14 984 CHF | 96,32% | 96,32% |
12/08/2024 | 3,41% | 0,29 CHF | 0,30 CHF | 180 000 | 50 000 | 179 909 | 50 000 | 51 849 CHF | 14 910 CHF | 100,00% | 100,00% |
09/08/2024 | 3,44% | 0,29 CHF | 0,30 CHF | 180 000 | 50 000 | 180 000 | 50 000 | 51 451 CHF | 14 792 CHF | 100,00% | 100,00% |
08/08/2024 | 3,75% | 0,27 CHF | 0,28 CHF | 190 000 | 50 000 | 195 630 | 50 000 | 51 217 CHF | 13 599 CHF | 97,96% | 97,96% |
07/08/2024 | 3,84% | 0,27 CHF | 0,28 CHF | 190 000 | 50 000 | 199 834 | 50 000 | 51 099 CHF | 13 292 CHF | 100,00% | 100,00% |
06/08/2024 | 5,91% | 0,23 CHF | 0,24 CHF | 220 000 | 50 000 | 226 207 | 39 757 | 50 572 CHF | 9 359 CHF | 99,25% | 99,25% |
02/08/2024 | 9,22% | 0,30 CHF | 0,33 CHF | 170 000 | 10 000 | 168 431 | 10 000 | 52 054 CHF | 3 391 CHF | 96,82% | 96,82% |
31/07/2024 | 3,35% | 0,32 CHF | 0,33 CHF | 160 000 | 50 000 | 160 745 | 47 460 | 51 312 CHF | 15 658 CHF | 30,67% | 30,67% |