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 | 3,73% | 0,36 CHF | 0,38 CHF | 140 000 | 50 000 | 140 000 | 49 306 | 51 476 CHF | 18 809 CHF | 98,37% | 98,37% |
14/08/2024 | 4,34% | 0,37 CHF | 0,38 CHF | 140 000 | 50 000 | 143 342 | 47 423 | 51 336 CHF | 17 767 CHF | 61,03% | 61,03% |
13/08/2024 | 3,69% | 0,36 CHF | 0,37 CHF | 149 994 | 50 000 | 149 444 | 50 000 | 51 450 CHF | 17 869 CHF | 68,90% | 68,90% |
12/08/2024 | 3,82% | 0,33 CHF | 0,34 CHF | 156 118 | 50 000 | 141 295 | 50 000 | 51 911 CHF | 19 101 CHF | 94,42% | 94,42% |
09/08/2024 | 3,54% | 0,39 CHF | 0,41 CHF | 130 000 | 50 000 | 133 771 | 50 000 | 52 297 CHF | 20 268 CHF | 100,00% | 100,00% |
08/08/2024 | 3,19% | 0,42 CHF | 0,43 CHF | 120 000 | 50 000 | 124 352 | 50 000 | 51 687 CHF | 21 483 CHF | 74,94% | 74,94% |
07/08/2024 | 3,30% | 0,42 CHF | 0,43 CHF | 120 000 | 50 000 | 127 744 | 50 000 | 52 195 CHF | 21 133 CHF | 99,47% | 99,47% |
06/08/2024 | 4,99% | 0,35 CHF | 0,37 CHF | 142 866 | 50 000 | 141 490 | 38 093 | 50 324 CHF | 14 306 CHF | 31,38% | 31,38% |
02/08/2024 | 10,89% | 0,44 CHF | 0,49 CHF | 120 000 | 10 000 | 139 550 | 10 000 | 50 506 CHF | 4 054 CHF | 74,67% | 74,67% |
31/07/2024 | 3,85% | 0,37 CHF | 0,39 CHF | 140 000 | 50 000 | 137 786 | 47 029 | 52 026 CHF | 18 417 CHF | 27,49% | 27,49% |