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 | 4,78% | 0,46 CHF | 0,48 CHF | 110 000 | 50 000 | 116 765 | 49 555 | 51 646 CHF | 23 025 CHF | 89,15% | 89,15% |
14/08/2024 | 5,07% | 0,43 CHF | 0,45 CHF | 120 000 | 50 000 | 121 312 | 49 182 | 51 522 CHF | 21 975 CHF | 91,19% | 91,19% |
13/08/2024 | 4,04% | 0,38 CHF | 0,40 CHF | 140 000 | 50 000 | 147 650 | 50 000 | 52 174 CHF | 18 449 CHF | 82,15% | 82,15% |
12/08/2024 | 3,11% | 0,38 CHF | 0,39 CHF | 140 000 | 50 000 | 139 803 | 50 000 | 51 744 CHF | 19 094 CHF | 92,60% | 92,60% |
09/08/2024 | 3,00% | 0,37 CHF | 0,38 CHF | 140 000 | 50 000 | 139 693 | 50 000 | 51 776 CHF | 19 099 CHF | 90,49% | 90,49% |
08/08/2024 | 3,39% | 0,36 CHF | 0,38 CHF | 140 000 | 50 000 | 148 601 | 50 000 | 51 452 CHF | 17 934 CHF | 93,44% | 93,44% |
07/08/2024 | 2,97% | 0,39 CHF | 0,40 CHF | 130 000 | 50 000 | 143 634 | 50 000 | 51 578 CHF | 18 565 CHF | 98,65% | 98,65% |
06/08/2024 | 5,32% | 0,30 CHF | 0,31 CHF | 170 000 | 50 000 | 174 397 | 39 592 | 51 695 CHF | 12 263 CHF | 86,00% | 86,00% |
02/08/2024 | 9,66% | 0,42 CHF | 0,47 CHF | 120 000 | 10 000 | 112 530 | 10 000 | 51 699 CHF | 5 074 CHF | 90,32% | 90,32% |
31/07/2024 | 4,06% | 0,56 CHF | 0,58 CHF | 90 000 | 50 000 | 92 927 | 48 277 | 51 873 CHF | 28 094 CHF | 29,35% | 29,35% |