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 | 13,42% | 0,26 CHF | 0,30 CHF | 200 000 | 50 000 | 196 101 | 49 175 | 51 662 CHF | 14 819 CHF | 97,11% | 97,11% |
14/08/2024 | 13,34% | 0,28 CHF | 0,31 CHF | 180 000 | 50 000 | 183 867 | 48 678 | 51 006 CHF | 15 416 CHF | 96,06% | 96,06% |
13/08/2024 | 13,07% | 0,26 CHF | 0,30 CHF | 200 000 | 50 000 | 199 971 | 50 000 | 51 317 CHF | 14 625 CHF | 96,32% | 96,32% |
12/08/2024 | 14,24% | 0,25 CHF | 0,29 CHF | 200 000 | 50 000 | 199 857 | 50 000 | 50 654 CHF | 14 615 CHF | 100,00% | 100,00% |
09/08/2024 | 12,87% | 0,26 CHF | 0,30 CHF | 200 000 | 50 000 | 199 166 | 50 000 | 51 176 CHF | 14 615 CHF | 100,00% | 100,00% |
08/08/2024 | 12,92% | 0,29 CHF | 0,33 CHF | 180 000 | 50 000 | 179 490 | 50 000 | 51 931 CHF | 16 467 CHF | 97,96% | 97,96% |
07/08/2024 | 11,25% | 0,31 CHF | 0,35 CHF | 170 000 | 50 000 | 167 796 | 50 000 | 52 483 CHF | 17 512 CHF | 100,00% | 100,00% |
06/08/2024 | 17,87% | 0,29 CHF | 0,33 CHF | 180 000 | 50 000 | 180 164 | 34 947 | 51 315 CHF | 11 772 CHF | 81,05% | 81,05% |
02/08/2024 | 37,36% | 0,28 CHF | 0,41 CHF | 180 000 | 10 000 | 175 743 | 10 000 | 51 269 CHF | 4 263 CHF | 93,21% | 93,21% |
31/07/2024 | 11,98% | 0,41 CHF | 0,46 CHF | 130 000 | 25 000 | 125 273 | 24 589 | 52 144 CHF | 11 535 CHF | 30,02% | 30,02% |