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 | 1,82% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 100 787 | 100 787 | 54 821 CHF | 55 829 CHF | 99,33% | 99,33% |
14/08/2024 | 2,24% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 122 287 | 122 287 | 53 987 CHF | 55 210 CHF | 98,89% | 98,89% |
13/08/2024 | 2,81% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 154 332 | 154 332 | 54 201 CHF | 55 744 CHF | 98,78% | 98,78% |
12/08/2024 | 2,68% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 146 421 | 146 421 | 54 022 CHF | 55 486 CHF | 98,77% | 98,77% |
09/08/2024 | 4,57% | 0,38 CHF | 0,39 CHF | 125 000 | 125 000 | 243 615 | 243 615 | 52 172 CHF | 54 608 CHF | 98,94% | 98,94% |
08/08/2024 | 8,02% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 421 593 | 409 748 | 50 523 CHF | 53 545 CHF | 72,34% | 72,34% |
07/08/2024 | 8,03% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 433 749 | 430 826 | 51 861 CHF | 55 866 CHF | 98,28% | 98,28% |
06/08/2024 | 5,50% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 296 544 | 296 544 | 52 478 CHF | 55 443 CHF | 99,26% | 99,26% |
02/08/2024 | 5,25% | 0,18 CHF | 0,19 CHF | 325 000 | 325 000 | 283 353 | 283 339 | 52 539 CHF | 55 370 CHF | 99,25% | 99,25% |
30/07/2024 | 5,94% | 0,11 CHF | 0,12 CHF | 400 000 | 400 000 | 313 109 | 313 109 | 51 340 CHF | 54 471 CHF | 99,47% | 99,47% |