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 | 2,37% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 125 470 | 74 196 | 52 649 CHF | 31 960 CHF | 98,37% | 98,37% |
14/08/2024 | 2,37% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 122 276 | 73 486 | 51 057 CHF | 31 431 CHF | 98,49% | 98,49% |
13/08/2024 | 2,70% | 0,37 CHF | 0,38 CHF | 139 131 | 75 000 | 139 557 | 75 000 | 50 968 CHF | 28 143 CHF | 88,60% | 88,60% |
12/08/2024 | 2,61% | 0,37 CHF | 0,38 CHF | 139 935 | 75 000 | 136 460 | 75 000 | 51 608 CHF | 29 135 CHF | 33,04% | 33,04% |
09/08/2024 | 2,59% | 0,38 CHF | 0,39 CHF | 138 652 | 75 000 | 135 754 | 75 000 | 51 790 CHF | 29 396 CHF | 100,00% | 100,00% |
08/08/2024 | 2,69% | 0,39 CHF | 0,40 CHF | 130 000 | 75 000 | 137 204 | 75 000 | 50 368 CHF | 28 304 CHF | 77,49% | 77,49% |
07/08/2024 | 2,40% | 0,41 CHF | 0,42 CHF | 130 000 | 75 000 | 124 810 | 75 000 | 51 344 CHF | 31 705 CHF | 62,57% | 62,57% |
06/08/2024 | 3,84% | 0,31 CHF | 0,32 CHF | 139 770 | 75 000 | 140 296 | 54 353 | 42 914 CHF | 17 104 CHF | 99,24% | 99,24% |
02/08/2024 | 5,77% | 0,35 CHF | 0,38 CHF | 138 804 | 20 000 | 128 922 | 20 000 | 51 771 CHF | 8 525 CHF | 78,16% | 78,16% |
30/07/2024 | 2,01% | 0,50 CHF | 0,51 CHF | 100 000 | 75 000 | 104 722 | 75 000 | 51 520 CHF | 37 691 CHF | 96,72% | 96,72% |