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 | 2,87% | 0,36 CHF | 0,37 CHF | 140 000 | 75 000 | 150 045 | 73 950 | 51 523 CHF | 26 163 CHF | 99,18% | 99,18% |
14/08/2024 | 2,79% | 0,34 CHF | 0,35 CHF | 150 000 | 75 000 | 144 506 | 73 268 | 51 110 CHF | 26 661 CHF | 98,49% | 98,49% |
13/08/2024 | 2,83% | 0,35 CHF | 0,36 CHF | 150 000 | 75 000 | 149 179 | 75 000 | 51 887 CHF | 26 841 CHF | 96,93% | 96,93% |
12/08/2024 | 2,77% | 0,35 CHF | 0,36 CHF | 150 000 | 75 000 | 142 657 | 75 000 | 50 842 CHF | 27 494 CHF | 100,00% | 100,00% |
09/08/2024 | 2,86% | 0,34 CHF | 0,35 CHF | 150 000 | 75 000 | 150 000 | 75 000 | 51 662 CHF | 26 581 CHF | 100,00% | 100,00% |
08/08/2024 | 3,15% | 0,34 CHF | 0,35 CHF | 150 000 | 75 000 | 166 188 | 75 000 | 51 920 CHF | 24 207 CHF | 97,96% | 97,96% |
07/08/2024 | 2,92% | 0,34 CHF | 0,35 CHF | 150 000 | 75 000 | 152 109 | 75 000 | 51 383 CHF | 26 094 CHF | 100,00% | 100,00% |
06/08/2024 | 3,10% | 0,32 CHF | 0,33 CHF | 160 000 | 75 000 | 156 466 | 54 513 | 52 100 CHF | 18 520 CHF | 99,25% | 99,25% |
02/08/2024 | 3,82% | 0,39 CHF | 0,41 CHF | 130 000 | 20 000 | 130 047 | 20 000 | 52 496 CHF | 8 389 CHF | 89,55% | 89,55% |
31/07/2024 | 2,28% | 0,43 CHF | 0,44 CHF | 120 000 | 75 000 | 120 000 | 68 221 | 52 022 CHF | 30 213 CHF | 30,67% | 30,67% |