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 | 3,06% | 0,34 CHF | 0,35 CHF | 150 000 | 75 000 | 161 696 | 73 950 | 51 945 CHF | 24 522 CHF | 99,19% | 99,19% |
14/08/2024 | 3,01% | 0,31 CHF | 0,32 CHF | 170 000 | 75 000 | 160 822 | 73 268 | 52 608 CHF | 24 703 CHF | 98,49% | 98,49% |
13/08/2024 | 3,05% | 0,33 CHF | 0,34 CHF | 160 000 | 75 000 | 160 663 | 75 000 | 51 904 CHF | 24 984 CHF | 96,31% | 96,31% |
12/08/2024 | 2,96% | 0,32 CHF | 0,33 CHF | 160 000 | 75 000 | 154 954 | 75 000 | 51 538 CHF | 25 713 CHF | 100,00% | 100,00% |
09/08/2024 | 3,07% | 0,32 CHF | 0,33 CHF | 160 000 | 75 000 | 160 195 | 75 000 | 51 460 CHF | 24 844 CHF | 100,00% | 100,00% |
08/08/2024 | 3,39% | 0,31 CHF | 0,32 CHF | 170 000 | 75 000 | 178 169 | 75 000 | 51 608 CHF | 22 486 CHF | 97,96% | 97,96% |
07/08/2024 | 3,17% | 0,31 CHF | 0,32 CHF | 170 000 | 75 000 | 168 192 | 75 000 | 52 280 CHF | 24 070 CHF | 100,00% | 100,00% |
06/08/2024 | 3,20% | 0,30 CHF | 0,31 CHF | 170 000 | 75 000 | 168 273 | 54 512 | 51 692 CHF | 17 099 CHF | 99,24% | 99,24% |
02/08/2024 | 4,55% | 0,37 CHF | 0,39 CHF | 140 000 | 20 000 | 137 754 | 20 000 | 52 252 CHF | 7 943 CHF | 99,11% | 99,11% |
31/07/2024 | 2,40% | 0,41 CHF | 0,42 CHF | 130 000 | 75 000 | 127 541 | 68 221 | 52 579 CHF | 28 765 CHF | 30,67% | 30,67% |