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 | 3,43% | 0,31 CHF | 0,33 CHF | 140 744 | 75 000 | 144 672 | 73 903 | 43 572 CHF | 23 037 CHF | 94,94% | 94,94% |
14/08/2024 | 3,71% | 0,29 CHF | 0,30 CHF | 148 730 | 75 000 | 148 561 | 73 392 | 42 846 CHF | 21 953 CHF | 89,87% | 89,87% |
13/08/2024 | 4,11% | 0,27 CHF | 0,28 CHF | 152 361 | 75 000 | 158 041 | 75 000 | 41 573 CHF | 20 571 CHF | 91,36% | 91,36% |
12/08/2024 | 3,61% | 0,28 CHF | 0,29 CHF | 154 412 | 75 000 | 152 546 | 75 000 | 42 793 CHF | 21 818 CHF | 97,67% | 97,67% |
09/08/2024 | 4,03% | 0,24 CHF | 0,25 CHF | 166 793 | 75 000 | 167 277 | 75 000 | 40 656 CHF | 18 982 CHF | 99,60% | 99,60% |
08/08/2024 | 3,90% | 0,25 CHF | 0,26 CHF | 161 336 | 75 000 | 160 399 | 75 000 | 41 429 CHF | 20 146 CHF | 97,84% | 97,84% |
07/08/2024 | 3,35% | 0,29 CHF | 0,30 CHF | 146 176 | 75 000 | 145 265 | 75 000 | 42 713 CHF | 22 810 CHF | 99,30% | 99,30% |
06/08/2024 | 8,63% | 0,28 CHF | 0,30 CHF | 37 500 | 37 500 | 27 502 | 27 502 | 7 444 CHF | 8 051 CHF | 86,25% | 86,25% |
02/08/2024 | 13,12% | 0,30 CHF | 0,34 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 3 230 CHF | 3 683 CHF | 98,16% | 98,16% |
31/07/2024 | 4,83% | 0,43 CHF | 0,45 CHF | 37 500 | 37 500 | 34 098 | 34 098 | 14 659 CHF | 15 371 CHF | 26,74% | 26,74% |