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 | 4,24% | 0,42 CHF | 0,43 CHF | 120 000 | 50 000 | 122 771 | 49 597 | 51 844 CHF | 21 869 CHF | 98,37% | 98,37% |
14/08/2024 | 4,17% | 0,43 CHF | 0,45 CHF | 120 000 | 50 000 | 120 000 | 48 978 | 52 408 CHF | 22 305 CHF | 98,49% | 98,49% |
13/08/2024 | 3,94% | 0,45 CHF | 0,47 CHF | 120 000 | 50 000 | 116 092 | 50 000 | 52 733 CHF | 23 635 CHF | 97,10% | 97,10% |
12/08/2024 | 3,86% | 0,45 CHF | 0,47 CHF | 120 000 | 50 000 | 111 538 | 50 000 | 51 194 CHF | 23 858 CHF | 97,93% | 97,93% |
09/08/2024 | 3,45% | 0,46 CHF | 0,48 CHF | 110 000 | 50 000 | 113 066 | 50 000 | 52 046 CHF | 23 837 CHF | 100,00% | 100,00% |
08/08/2024 | 3,36% | 0,46 CHF | 0,48 CHF | 110 000 | 50 000 | 109 768 | 50 000 | 53 004 CHF | 24 970 CHF | 96,69% | 96,69% |
07/08/2024 | 3,82% | 0,45 CHF | 0,46 CHF | 120 000 | 50 000 | 110 413 | 50 000 | 53 354 CHF | 25 111 CHF | 100,00% | 100,00% |
06/08/2024 | 4,66% | 0,49 CHF | 0,51 CHF | 110 000 | 50 000 | 103 848 | 39 710 | 51 534 CHF | 20 618 CHF | 99,56% | 99,56% |
02/08/2024 | 11,42% | 0,48 CHF | 0,53 CHF | 110 000 | 10 000 | 117 176 | 10 000 | 52 729 CHF | 5 049 CHF | 93,62% | 93,62% |
31/07/2024 | 4,36% | 0,40 CHF | 0,42 CHF | 130 000 | 50 000 | 130 000 | 47 475 | 52 255 CHF | 19 887 CHF | 29,49% | 29,49% |