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 | 2,80% | 0,36 CHF | 0,37 CHF | 175 000 | 175 000 | 155 325 | 155 326 | 54 588 CHF | 56 142 CHF | 98,74% | 98,74% |
14/08/2024 | 2,36% | 0,37 CHF | 0,38 CHF | 125 000 | 125 000 | 126 053 | 126 053 | 52 778 CHF | 54 039 CHF | 98,91% | 98,91% |
13/08/2024 | 2,04% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 108 158 | 108 158 | 52 415 CHF | 53 496 CHF | 98,85% | 98,85% |
12/08/2024 | 2,11% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 121 992 | 121 992 | 57 232 CHF | 58 452 CHF | 98,84% | 98,84% |
09/08/2024 | 1,77% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 99 743 | 99 743 | 55 879 CHF | 56 876 CHF | 98,94% | 98,94% |
08/08/2024 | 1,13% | 0,71 CHF | 0,72 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 458 CHF | 67 208 CHF | 96,34% | 96,34% |
07/08/2024 | 1,17% | 0,70 CHF | 0,71 CHF | 75 000 | 75 000 | 74 766 | 74 766 | 63 977 CHF | 64 725 CHF | 98,89% | 98,89% |
06/08/2024 | 0,90% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 340 CHF | 55 840 CHF | 98,86% | 98,86% |
02/08/2024 | 0,79% | 1,39 CHF | 1,40 CHF | 50 000 | 50 000 | 50 096 | 50 096 | 63 701 CHF | 64 202 CHF | 95,05% | 95,05% |
30/07/2024 | 1,04% | 1,02 CHF | 1,03 CHF | 75 000 | 75 000 | 74 743 | 74 743 | 71 482 CHF | 72 230 CHF | 99,47% | 99,47% |