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 | 2,21% | 0,46 CHF | 0,47 CHF | 110 000 | 50 000 | 116 683 | 49 115 | 52 283 CHF | 22 519 CHF | 94,15% | 94,15% |
14/08/2024 | 2,26% | 0,45 CHF | 0,46 CHF | 120 000 | 50 000 | 120 000 | 48 324 | 52 466 CHF | 21 606 CHF | 98,68% | 98,68% |
13/08/2024 | 2,34% | 0,43 CHF | 0,44 CHF | 120 000 | 50 000 | 122 587 | 50 000 | 51 795 CHF | 21 639 CHF | 96,14% | 96,14% |
12/08/2024 | 2,19% | 0,45 CHF | 0,46 CHF | 120 000 | 50 000 | 117 855 | 50 000 | 53 137 CHF | 23 053 CHF | 100,00% | 100,00% |
09/08/2024 | 2,17% | 0,46 CHF | 0,47 CHF | 110 000 | 50 000 | 113 203 | 50 000 | 51 689 CHF | 23 340 CHF | 84,19% | 84,19% |
08/08/2024 | 2,27% | 0,44 CHF | 0,45 CHF | 120 000 | 50 000 | 120 000 | 50 000 | 52 267 CHF | 22 278 CHF | 97,78% | 97,78% |
07/08/2024 | 3,82% | 0,46 CHF | 0,47 CHF | 110 000 | 50 000 | 28 159 | 25 929 | 12 741 CHF | 12 163 CHF | 100,00% | 100,00% |
06/08/2024 | 2,57% | 0,42 CHF | 0,43 CHF | 120 000 | 50 000 | 126 062 | 37 691 | 52 180 CHF | 15 926 CHF | 99,34% | 99,34% |
02/08/2024 | 3,63% | 0,46 CHF | 0,48 CHF | 110 000 | 10 000 | 109 664 | 10 000 | 52 627 CHF | 4 977 CHF | 98,81% | 98,81% |
31/07/2024 | 1,82% | 0,54 CHF | 0,55 CHF | 100 000 | 25 000 | 99 633 | 24 666 | 54 230 CHF | 13 672 CHF | 30,64% | 30,64% |