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 | 3,34% | 0,70 CHF | 0,72 CHF | 75 000 | 75 000 | 97 874 | 97 874 | 57 606 CHF | 59 564 CHF | 99,33% | 99,33% |
14/08/2024 | 3,69% | 0,56 CHF | 0,58 CHF | 100 000 | 100 000 | 100 317 | 100 317 | 53 422 CHF | 55 428 CHF | 98,70% | 98,70% |
13/08/2024 | 4,57% | 0,47 CHF | 0,49 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 53 532 CHF | 56 032 CHF | 98,85% | 98,85% |
12/08/2024 | 4,86% | 0,42 CHF | 0,44 CHF | 125 000 | 125 000 | 126 885 | 126 886 | 50 891 CHF | 53 429 CHF | 99,24% | 99,24% |
09/08/2024 | 5,15% | 0,39 CHF | 0,41 CHF | 150 000 | 150 000 | 144 220 | 144 220 | 54 516 CHF | 57 400 CHF | 98,86% | 98,86% |
08/08/2024 | 7,15% | 0,33 CHF | 0,35 CHF | 150 000 | 150 000 | 190 741 | 190 739 | 51 509 CHF | 55 323 CHF | 96,88% | 96,88% |
07/08/2024 | 5,18% | 0,37 CHF | 0,39 CHF | 150 000 | 150 000 | 147 411 | 147 411 | 55 462 CHF | 58 410 CHF | 99,01% | 99,01% |
06/08/2024 | 4,93% | 0,37 CHF | 0,39 CHF | 150 000 | 150 000 | 138 230 | 138 232 | 54 702 CHF | 57 468 CHF | 99,03% | 99,03% |
02/08/2024 | 5,61% | 0,37 CHF | 0,39 CHF | 150 000 | 150 000 | 154 493 | 154 490 | 53 532 CHF | 56 621 CHF | 95,27% | 95,27% |
30/07/2024 | 4,51% | 0,36 CHF | 0,38 CHF | 150 000 | 150 000 | 127 833 | 127 833 | 55 436 CHF | 57 993 CHF | 99,47% | 99,47% |