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 | 5,03% | 0,25 CHF | 0,26 CHF | 250 000 | 250 000 | 226 715 | 200 120 | 53 035 CHF | 49 352 CHF | 99,33% | 99,33% |
14/08/2024 | 4,86% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 241 672 | 192 452 | 50 612 CHF | 42 303 CHF | 75,89% | 75,89% |
13/08/2024 | 6,58% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 272 015 | 207 145 | 50 420 CHF | 41 206 CHF | 86,06% | 86,06% |
12/08/2024 | 5,29% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 250 566 | 200 140 | 50 114 CHF | 42 190 CHF | 99,16% | 99,16% |
09/08/2024 | 5,71% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 251 770 | 200 164 | 50 309 CHF | 42 380 CHF | 78,30% | 78,30% |
08/08/2024 | 6,89% | 0,18 CHF | 0,19 CHF | 280 000 | 250 000 | 305 501 | 198 127 | 51 098 CHF | 35 895 CHF | 87,72% | 87,72% |
07/08/2024 | 6,33% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 280 337 | 200 094 | 50 609 CHF | 38 720 CHF | 99,05% | 99,05% |
06/08/2024 | 8,27% | 0,16 CHF | 0,17 CHF | 320 000 | 250 000 | 351 321 | 201 279 | 50 601 CHF | 31 659 CHF | 78,00% | 78,00% |
02/08/2024 | 5,67% | 0,14 CHF | 0,15 CHF | 360 000 | 250 000 | 275 400 | 200 285 | 50 442 CHF | 38 918 CHF | 90,55% | 90,55% |
30/07/2024 | 22,44% | 0,17 CHF | 0,24 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 47 500 CHF | 59 517 CHF | 0,10% | 75,42% |