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 | 6,90% | 0,30 CHF | 0,32 CHF | 170 000 | 50 000 | 174 271 | 49 586 | 51 578 CHF | 15 735 CHF | 95,77% | 95,77% |
14/08/2024 | 7,51% | 0,29 CHF | 0,31 CHF | 180 000 | 50 000 | 183 611 | 49 182 | 51 252 CHF | 14 819 CHF | 91,19% | 91,19% |
13/08/2024 | 7,49% | 0,28 CHF | 0,30 CHF | 180 000 | 50 000 | 193 286 | 50 000 | 51 051 CHF | 14 267 CHF | 88,11% | 88,11% |
12/08/2024 | 6,83% | 0,29 CHF | 0,31 CHF | 180 000 | 50 000 | 176 596 | 50 000 | 51 767 CHF | 15 711 CHF | 86,68% | 86,68% |
09/08/2024 | 6,43% | 0,32 CHF | 0,34 CHF | 160 000 | 50 000 | 163 958 | 50 000 | 51 785 CHF | 16 850 CHF | 96,57% | 96,57% |
08/08/2024 | 7,64% | 0,29 CHF | 0,31 CHF | 180 000 | 50 000 | 194 005 | 50 000 | 50 907 CHF | 14 200 CHF | 93,75% | 93,75% |
07/08/2024 | 6,68% | 0,31 CHF | 0,33 CHF | 170 000 | 50 000 | 174 019 | 50 000 | 51 683 CHF | 15 895 CHF | 94,86% | 94,86% |
06/08/2024 | 10,99% | 0,27 CHF | 0,29 CHF | 190 000 | 50 000 | 214 097 | 41 206 | 50 826 CHF | 10 903 CHF | 71,27% | 71,27% |
02/08/2024 | 19,73% | 0,28 CHF | 0,34 CHF | 180 000 | 10 000 | 173 876 | 10 000 | 51 562 CHF | 3 622 CHF | 78,52% | 78,52% |
30/07/2024 | 5,89% | 0,35 CHF | 0,38 CHF | 150 000 | 50 000 | 143 048 | 50 000 | 51 691 CHF | 19 196 CHF | 96,70% | 96,70% |