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 | 3,80% | 0,25 CHF | 0,26 CHF | 200 000 | 100 000 | 193 408 | 99 476 | 51 026 CHF | 27 344 CHF | 99,19% | 99,19% |
14/08/2024 | 2,99% | 0,29 CHF | 0,30 CHF | 180 000 | 100 000 | 151 676 | 99 218 | 51 619 CHF | 34 856 CHF | 98,68% | 98,68% |
13/08/2024 | 2,37% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 124 330 | 100 000 | 51 920 CHF | 42 871 CHF | 97,08% | 97,08% |
12/08/2024 | 2,50% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 131 344 | 100 000 | 51 803 CHF | 40 460 CHF | 100,00% | 100,00% |
09/08/2024 | 2,35% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 122 695 | 100 000 | 51 522 CHF | 43 041 CHF | 100,00% | 100,00% |
08/08/2024 | 2,04% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 106 639 | 100 000 | 51 721 CHF | 49 624 CHF | 97,59% | 97,59% |
07/08/2024 | 2,07% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 110 000 | 100 000 | 52 751 CHF | 49 455 CHF | 98,98% | 98,98% |
06/08/2024 | 2,04% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 91 621 | 89 528 | 60 829 CHF | 60 610 CHF | 95,57% | 95,57% |
02/08/2024 | 7,68% | 0,42 CHF | 0,45 CHF | 120 000 | 25 000 | 141 048 | 25 000 | 51 894 CHF | 9 960 CHF | 97,48% | 97,48% |
31/07/2024 | 3,81% | 0,29 CHF | 0,30 CHF | 180 000 | 100 000 | 178 162 | 97 827 | 51 437 CHF | 29 454 CHF | 29,64% | 29,64% |