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 | 2,30% | 0,45 CHF | 0,46 CHF | 119 821 | 50 000 | 119 695 | 49 863 | 52 244 CHF | 22 269 CHF | 98,38% | 98,38% |
14/08/2024 | 2,32% | 0,43 CHF | 0,44 CHF | 119 487 | 50 000 | 117 813 | 49 506 | 51 760 CHF | 22 277 CHF | 98,49% | 98,49% |
13/08/2024 | 2,42% | 0,42 CHF | 0,43 CHF | 120 361 | 50 000 | 120 630 | 50 000 | 49 267 CHF | 20 921 CHF | 54,45% | 54,45% |
12/08/2024 | 2,35% | 0,42 CHF | 0,43 CHF | 120 000 | 50 000 | 120 240 | 50 000 | 50 508 CHF | 21 505 CHF | 66,08% | 66,08% |
09/08/2024 | 2,30% | 0,43 CHF | 0,44 CHF | 119 750 | 50 000 | 119 630 | 50 000 | 51 368 CHF | 21 970 CHF | 99,39% | 99,39% |
08/08/2024 | 2,33% | 0,43 CHF | 0,44 CHF | 119 626 | 50 000 | 119 175 | 50 000 | 50 636 CHF | 21 745 CHF | 95,97% | 95,97% |
07/08/2024 | 2,23% | 0,46 CHF | 0,47 CHF | 118 801 | 75 000 | 116 822 | 75 000 | 51 774 CHF | 34 018 CHF | 65,77% | 65,77% |
06/08/2024 | 5,86% | 0,41 CHF | 0,43 CHF | 25 000 | 25 000 | 19 896 | 19 896 | 7 884 CHF | 8 328 CHF | 99,01% | 99,01% |
02/08/2024 | 4,58% | 0,63 CHF | 0,66 CHF | 80 000 | 10 000 | 83 641 | 10 000 | 52 509 CHF | 6 578 CHF | 92,58% | 92,58% |
31/07/2024 | 1,59% | 0,65 CHF | 0,66 CHF | 80 000 | 50 000 | 80 000 | 48 289 | 53 125 CHF | 32 567 CHF | 29,57% | 29,57% |