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 | 7,49% | 0,25 CHF | 0,27 CHF | 37 500 | 37 500 | 37 240 | 37 240 | 8 609 CHF | 9 276 CHF | 95,03% | 95,03% |
14/08/2024 | 3,33% | 0,31 CHF | 0,32 CHF | 170 000 | 75 000 | 170 958 | 73 937 | 51 811 CHF | 23 159 CHF | 92,51% | 92,51% |
13/08/2024 | 3,72% | 0,27 CHF | 0,28 CHF | 190 000 | 75 000 | 193 996 | 75 000 | 51 159 CHF | 20 566 CHF | 95,26% | 95,26% |
12/08/2024 | 3,28% | 0,28 CHF | 0,29 CHF | 180 000 | 75 000 | 172 894 | 75 000 | 51 837 CHF | 23 271 CHF | 94,38% | 94,38% |
09/08/2024 | 3,10% | 0,31 CHF | 0,32 CHF | 170 000 | 75 000 | 163 781 | 75 000 | 52 027 CHF | 24 592 CHF | 92,07% | 92,07% |
08/08/2024 | 3,38% | 0,30 CHF | 0,31 CHF | 170 000 | 75 000 | 177 198 | 75 000 | 51 482 CHF | 22 559 CHF | 97,96% | 97,96% |
07/08/2024 | 3,08% | 0,33 CHF | 0,34 CHF | 160 000 | 75 000 | 162 822 | 75 000 | 52 025 CHF | 24 732 CHF | 96,12% | 96,12% |
06/08/2024 | 4,38% | 0,29 CHF | 0,30 CHF | 180 000 | 75 000 | 184 700 | 64 545 | 51 276 CHF | 18 678 CHF | 95,70% | 95,70% |
02/08/2024 | 6,95% | 0,32 CHF | 0,34 CHF | 160 000 | 20 000 | 147 029 | 20 000 | 51 804 CHF | 7 591 CHF | 95,54% | 95,54% |
31/07/2024 | 2,11% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 104 594 | 71 274 | 51 813 CHF | 36 068 CHF | 27,84% | 27,84% |