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 | 5,93% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 158 352 | 99 463 | 51 331 CHF | 34 269 CHF | 92,26% | 92,26% |
14/08/2024 | 6,26% | 0,30 CHF | 0,32 CHF | 170 000 | 100 000 | 163 987 | 96 470 | 51 501 CHF | 32 244 CHF | 68,03% | 68,03% |
13/08/2024 | 5,79% | 0,31 CHF | 0,33 CHF | 166 951 | 100 000 | 158 982 | 100 000 | 51 424 CHF | 34 322 CHF | 96,65% | 96,65% |
12/08/2024 | 4,60% | 0,35 CHF | 0,37 CHF | 150 000 | 75 000 | 142 792 | 75 000 | 50 726 CHF | 27 914 CHF | 100,00% | 100,00% |
09/08/2024 | 4,83% | 0,36 CHF | 0,38 CHF | 140 000 | 75 000 | 143 104 | 75 000 | 51 456 CHF | 28 322 CHF | 100,00% | 100,00% |
08/08/2024 | 5,80% | 0,37 CHF | 0,39 CHF | 140 000 | 75 000 | 131 483 | 69 855 | 46 645 CHF | 26 222 CHF | 91,50% | 91,50% |
07/08/2024 | 5,24% | 0,39 CHF | 0,41 CHF | 130 000 | 100 000 | 138 108 | 100 000 | 51 178 CHF | 39 076 CHF | 100,00% | 100,00% |
06/08/2024 | 7,55% | 0,33 CHF | 0,35 CHF | 159 462 | 75 000 | 150 466 | 62 593 | 51 809 CHF | 23 026 CHF | 82,56% | 82,56% |
02/08/2024 | 15,04% | 0,38 CHF | 0,44 CHF | 140 000 | 20 000 | 125 937 | 20 000 | 52 154 CHF | 9 655 CHF | 90,93% | 90,93% |
31/07/2024 | 6,35% | 0,51 CHF | 0,54 CHF | 100 000 | 75 000 | 100 000 | 71 609 | 50 748 CHF | 38 707 CHF | 30,67% | 30,67% |