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 | 5,06% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 248 346 | 200 182 | 51 111 CHF | 43 561 CHF | 99,21% | 99,21% |
14/08/2024 | 5,54% | 0,18 CHF | 0,19 CHF | 280 000 | 250 000 | 282 285 | 199 165 | 50 469 CHF | 37 576 CHF | 85,64% | 85,64% |
13/08/2024 | 8,22% | 0,17 CHF | 0,18 CHF | 300 000 | 250 000 | 323 944 | 205 122 | 51 048 CHF | 35 289 CHF | 87,66% | 87,66% |
12/08/2024 | 7,56% | 0,17 CHF | 0,18 CHF | 300 000 | 250 000 | 297 525 | 200 208 | 50 911 CHF | 36 894 CHF | 99,02% | 99,02% |
09/08/2024 | 7,28% | 0,18 CHF | 0,19 CHF | 280 000 | 250 000 | 295 876 | 200 230 | 50 876 CHF | 37 098 CHF | 78,57% | 78,57% |
08/08/2024 | 9,29% | 0,16 CHF | 0,17 CHF | 320 000 | 250 000 | 361 724 | 200 165 | 50 731 CHF | 31 191 CHF | 91,11% | 91,11% |
07/08/2024 | 7,66% | 0,17 CHF | 0,18 CHF | 300 000 | 250 000 | 335 241 | 200 131 | 50 936 CHF | 33 075 CHF | 98,87% | 98,87% |
06/08/2024 | 9,56% | 0,13 CHF | 0,14 CHF | 390 000 | 250 000 | 432 158 | 201 280 | 50 559 CHF | 26 154 CHF | 77,84% | 77,84% |
02/08/2024 | 6,76% | 0,11 CHF | 0,12 CHF | 460 000 | 250 000 | 331 208 | 200 426 | 50 926 CHF | 33 105 CHF | 90,50% | 90,50% |
30/07/2024 | - | 0,14 CHF | - CHF | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 75,29% |