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 | 3,88% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 199 851 | 99 738 | 50 466 CHF | 26 278 CHF | 99,19% | 99,19% |
14/08/2024 | 4,09% | 0,24 CHF | 0,25 CHF | 210 000 | 100 000 | 210 320 | 99 531 | 50 385 CHF | 24 851 CHF | 98,49% | 98,49% |
13/08/2024 | 4,53% | 0,22 CHF | 0,23 CHF | 230 000 | 100 000 | 234 306 | 100 000 | 50 501 CHF | 22 569 CHF | 96,31% | 96,31% |
12/08/2024 | 4,55% | 0,21 CHF | 0,22 CHF | 240 000 | 100 000 | 235 262 | 100 000 | 50 493 CHF | 22 474 CHF | 100,00% | 100,00% |
09/08/2024 | 4,49% | 0,22 CHF | 0,23 CHF | 230 000 | 100 000 | 232 052 | 100 000 | 50 514 CHF | 22 795 CHF | 100,00% | 100,00% |
08/08/2024 | 5,52% | 0,18 CHF | 0,19 CHF | 284 170 | 100 000 | 276 980 | 100 000 | 48 838 CHF | 18 678 CHF | 51,31% | 51,31% |
07/08/2024 | 4,16% | 0,23 CHF | 0,24 CHF | 220 000 | 100 000 | 214 584 | 100 000 | 50 485 CHF | 24 542 CHF | 100,00% | 100,00% |
06/08/2024 | 4,92% | 0,20 CHF | 0,21 CHF | 250 000 | 100 000 | 254 106 | 88 737 | 50 414 CHF | 18 494 CHF | 90,26% | 90,26% |
02/08/2024 | 4,61% | 0,24 CHF | 0,25 CHF | 210 000 | 25 000 | 194 931 | 25 000 | 50 989 CHF | 6 869 CHF | 97,76% | 97,76% |
31/07/2024 | 3,13% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 164 719 | 97 313 | 51 847 CHF | 31 637 CHF | 28,71% | 28,71% |