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 | 3,43% | 0,30 CHF | 0,31 CHF | 162 537 | 50 000 | 163 474 | 49 810 | 46 900 CHF | 14 792 CHF | 92,55% | 92,55% |
14/08/2024 | 3,62% | 0,28 CHF | 0,29 CHF | 163 719 | 50 000 | 164 216 | 49 267 | 44 721 CHF | 13 907 CHF | 98,49% | 98,49% |
13/08/2024 | 3,94% | 0,25 CHF | 0,26 CHF | 167 574 | 50 000 | 167 502 | 50 000 | 41 690 CHF | 12 948 CHF | 96,93% | 96,93% |
12/08/2024 | 3,90% | 0,26 CHF | 0,27 CHF | 167 250 | 50 000 | 167 346 | 50 000 | 42 149 CHF | 13 094 CHF | 100,00% | 100,00% |
09/08/2024 | 3,90% | 0,25 CHF | 0,26 CHF | 166 990 | 50 000 | 166 606 | 50 000 | 41 969 CHF | 13 099 CHF | 100,00% | 100,00% |
08/08/2024 | 3,84% | 0,26 CHF | 0,27 CHF | 166 201 | 50 000 | 165 572 | 50 000 | 42 285 CHF | 13 271 CHF | 97,96% | 97,96% |
07/08/2024 | 7,33% | 0,27 CHF | 0,28 CHF | 164 752 | 50 000 | 31 921 | 26 238 | 7 410 CHF | 6 284 CHF | 71,58% | 71,58% |
06/08/2024 | 4,31% | 0,23 CHF | 0,24 CHF | 166 503 | 50 000 | 165 464 | 39 787 | 40 387 CHF | 10 030 CHF | 93,99% | 93,99% |
02/08/2024 | 8,00% | 0,23 CHF | 0,25 CHF | 167 524 | 10 000 | 168 467 | 10 000 | 40 493 CHF | 2 604 CHF | 99,10% | 99,10% |
31/07/2024 | 3,17% | 0,31 CHF | 0,32 CHF | 163 244 | 50 000 | 163 293 | 47 305 | 50 659 CHF | 15 150 CHF | 28,91% | 28,91% |