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 | 7,25% | 0,29 CHF | 0,31 CHF | 157 074 | 100 000 | 162 057 | 98 711 | 43 542 CHF | 28 540 CHF | 99,06% | 99,06% |
14/08/2024 | 7,15% | 0,25 CHF | 0,27 CHF | 169 737 | 100 000 | 165 378 | 97 570 | 42 584 CHF | 26 968 CHF | 98,83% | 98,83% |
13/08/2024 | 6,61% | 0,26 CHF | 0,28 CHF | 167 047 | 100 000 | 161 973 | 100 000 | 43 421 CHF | 28 667 CHF | 96,65% | 96,65% |
12/08/2024 | 6,37% | 0,29 CHF | 0,31 CHF | 156 704 | 75 000 | 152 497 | 75 000 | 45 351 CHF | 23 778 CHF | 100,00% | 100,00% |
09/08/2024 | 5,66% | 0,30 CHF | 0,32 CHF | 153 084 | 75 000 | 150 965 | 75 000 | 45 917 CHF | 24 149 CHF | 100,00% | 100,00% |
08/08/2024 | 6,83% | 0,32 CHF | 0,34 CHF | 148 051 | 75 000 | 134 963 | 69 854 | 40 371 CHF | 22 331 CHF | 91,48% | 91,48% |
07/08/2024 | 6,34% | 0,34 CHF | 0,37 CHF | 141 222 | 100 000 | 146 825 | 100 000 | 46 435 CHF | 33 718 CHF | 100,00% | 100,00% |
06/08/2024 | 8,71% | 0,30 CHF | 0,32 CHF | 152 145 | 75 000 | 151 995 | 64 708 | 44 053 CHF | 20 266 CHF | 99,53% | 99,53% |
02/08/2024 | 18,01% | 0,33 CHF | 0,40 CHF | 137 623 | 20 000 | 132 969 | 20 000 | 48 081 CHF | 8 672 CHF | 89,92% | 89,92% |
31/07/2024 | 6,84% | 0,46 CHF | 0,49 CHF | 110 000 | 75 000 | 112 521 | 71 609 | 51 457 CHF | 35 061 CHF | 30,67% | 30,67% |