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 | 5,36% | 0,34 CHF | 0,35 CHF | 138 994 | 75 000 | 140 182 | 73 843 | 45 650 CHF | 25 356 CHF | 85,74% | 85,74% |
14/08/2024 | 5,72% | 0,32 CHF | 0,34 CHF | 143 136 | 75 000 | 143 396 | 73 236 | 45 638 CHF | 24 672 CHF | 96,69% | 96,69% |
13/08/2024 | 5,89% | 0,31 CHF | 0,32 CHF | 147 302 | 75 000 | 149 822 | 75 000 | 44 674 CHF | 23 732 CHF | 96,22% | 96,22% |
12/08/2024 | 5,34% | 0,31 CHF | 0,33 CHF | 146 370 | 75 000 | 144 840 | 75 000 | 47 552 CHF | 25 974 CHF | 99,77% | 99,77% |
09/08/2024 | 5,61% | 0,33 CHF | 0,35 CHF | 144 719 | 75 000 | 145 692 | 75 000 | 48 180 CHF | 26 240 CHF | 97,81% | 97,81% |
08/08/2024 | 6,31% | 0,31 CHF | 0,33 CHF | 147 834 | 75 000 | 151 261 | 75 000 | 43 831 CHF | 23 155 CHF | 96,83% | 96,83% |
07/08/2024 | 5,36% | 0,34 CHF | 0,36 CHF | 144 182 | 75 000 | 145 424 | 75 000 | 48 173 CHF | 26 219 CHF | 83,86% | 83,86% |
06/08/2024 | 5,61% | 0,31 CHF | 0,32 CHF | 149 259 | 75 000 | 152 911 | 56 529 | 44 538 CHF | 17 253 CHF | 82,68% | 82,68% |
02/08/2024 | 9,33% | 0,34 CHF | 0,38 CHF | 142 738 | 20 000 | 139 331 | 20 000 | 51 881 CHF | 8 179 CHF | 72,54% | 72,54% |
31/07/2024 | 4,31% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 120 028 | 68 357 | 52 447 CHF | 31 168 CHF | 30,45% | 30,45% |