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 | 2,73% | 0,38 CHF | 0,39 CHF | 140 000 | 50 000 | 144 548 | 49 115 | 52 168 CHF | 18 229 CHF | 94,15% | 94,15% |
14/08/2024 | 2,81% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 148 422 | 48 324 | 51 981 CHF | 17 411 CHF | 98,68% | 98,68% |
13/08/2024 | 2,95% | 0,34 CHF | 0,35 CHF | 150 000 | 50 000 | 155 096 | 50 000 | 51 809 CHF | 17 216 CHF | 96,14% | 96,14% |
12/08/2024 | 2,72% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 140 788 | 50 000 | 51 134 CHF | 18 664 CHF | 100,00% | 100,00% |
09/08/2024 | 2,68% | 0,37 CHF | 0,38 CHF | 140 000 | 50 000 | 140 000 | 50 000 | 51 568 CHF | 18 917 CHF | 84,20% | 84,20% |
08/08/2024 | 2,83% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 148 390 | 50 000 | 51 621 CHF | 17 900 CHF | 97,81% | 97,81% |
07/08/2024 | 4,22% | 0,37 CHF | 0,38 CHF | 140 000 | 50 000 | 29 274 | 25 929 | 10 721 CHF | 9 867 CHF | 100,00% | 100,00% |
06/08/2024 | 3,09% | 0,33 CHF | 0,34 CHF | 160 000 | 50 000 | 158 587 | 37 691 | 51 804 CHF | 12 617 CHF | 99,34% | 99,34% |
02/08/2024 | 4,80% | 0,37 CHF | 0,39 CHF | 140 000 | 10 000 | 131 939 | 10 000 | 51 674 CHF | 4 112 CHF | 98,82% | 98,82% |
31/07/2024 | 2,27% | 0,45 CHF | 0,46 CHF | 120 000 | 25 000 | 114 087 | 24 666 | 52 175 CHF | 11 543 CHF | 30,64% | 30,64% |