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 | 2,18% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 115 092 | 98 951 | 52 162 CHF | 45 868 CHF | 99,18% | 99,18% |
14/08/2024 | 2,22% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 112 227 | 98 268 | 51 481 CHF | 46 109 CHF | 98,48% | 98,48% |
13/08/2024 | 2,07% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 110 000 | 100 000 | 52 580 CHF | 48 800 CHF | 96,93% | 96,93% |
12/08/2024 | 2,19% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 116 697 | 100 000 | 52 722 CHF | 46 201 CHF | 100,00% | 100,00% |
09/08/2024 | 2,31% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 120 035 | 100 000 | 51 380 CHF | 43 840 CHF | 100,00% | 100,00% |
08/08/2024 | 2,26% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 119 989 | 100 000 | 52 469 CHF | 44 728 CHF | 97,96% | 97,96% |
07/08/2024 | 2,68% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 109 877 | 90 631 | 45 987 CHF | 38 978 CHF | 100,00% | 100,00% |
06/08/2024 | 4,22% | 0,49 CHF | 0,51 CHF | 50 000 | 50 000 | 39 515 | 39 515 | 19 349 CHF | 20 134 CHF | 96,97% | 96,97% |
02/08/2024 | 8,49% | 0,42 CHF | 0,45 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 4 809 CHF | 5 235 CHF | 93,57% | 93,57% |
31/07/2024 | 5,25% | 0,34 CHF | 0,36 CHF | 50 000 | 50 000 | 47 056 | 47 056 | 16 103 CHF | 16 956 CHF | 30,64% | 30,64% |