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 | 2,75% | 0,38 CHF | 0,39 CHF | 140 000 | 75 000 | 144 318 | 74 197 | 52 105 CHF | 27 571 CHF | 98,37% | 98,37% |
14/08/2024 | 2,76% | 0,36 CHF | 0,37 CHF | 140 000 | 75 000 | 140 719 | 73 486 | 50 813 CHF | 27 278 CHF | 98,49% | 98,49% |
13/08/2024 | 2,96% | 0,34 CHF | 0,35 CHF | 150 000 | 75 000 | 157 051 | 75 000 | 52 193 CHF | 25 686 CHF | 97,10% | 97,10% |
12/08/2024 | 2,88% | 0,34 CHF | 0,35 CHF | 150 000 | 75 000 | 151 862 | 75 000 | 51 982 CHF | 26 434 CHF | 100,00% | 100,00% |
09/08/2024 | 2,84% | 0,35 CHF | 0,36 CHF | 150 000 | 75 000 | 148 201 | 75 000 | 51 398 CHF | 26 789 CHF | 100,00% | 100,00% |
08/08/2024 | 2,93% | 0,35 CHF | 0,36 CHF | 150 000 | 75 000 | 155 407 | 75 000 | 52 178 CHF | 25 964 CHF | 96,69% | 96,69% |
07/08/2024 | 2,73% | 0,36 CHF | 0,37 CHF | 140 000 | 75 000 | 143 408 | 75 000 | 51 860 CHF | 27 903 CHF | 100,00% | 100,00% |
06/08/2024 | 3,86% | 0,30 CHF | 0,31 CHF | 170 000 | 75 000 | 173 316 | 54 420 | 51 834 CHF | 16 822 CHF | 99,56% | 99,56% |
02/08/2024 | 6,86% | 0,32 CHF | 0,35 CHF | 160 000 | 20 000 | 146 120 | 20 000 | 51 113 CHF | 7 504 CHF | 98,28% | 98,28% |
30/07/2024 | 2,38% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 123 527 | 75 000 | 51 235 CHF | 31 883 CHF | 96,72% | 96,72% |