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 | 4,89% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 141 706 | 49 579 | 51 438 CHF | 18 910 CHF | 94,26% | 94,26% |
14/08/2024 | 4,50% | 0,37 CHF | 0,39 CHF | 140 000 | 50 000 | 139 920 | 48 978 | 52 879 CHF | 19 367 CHF | 98,49% | 98,49% |
13/08/2024 | 3,94% | 0,39 CHF | 0,41 CHF | 130 000 | 50 000 | 130 000 | 50 000 | 51 554 CHF | 20 625 CHF | 97,09% | 97,09% |
12/08/2024 | 3,85% | 0,39 CHF | 0,41 CHF | 130 000 | 50 000 | 130 000 | 50 000 | 52 184 CHF | 20 858 CHF | 97,93% | 97,93% |
09/08/2024 | 3,96% | 0,40 CHF | 0,42 CHF | 130 000 | 50 000 | 129 461 | 50 000 | 51 852 CHF | 20 837 CHF | 100,00% | 100,00% |
08/08/2024 | 3,83% | 0,40 CHF | 0,42 CHF | 130 000 | 50 000 | 122 712 | 50 000 | 51 860 CHF | 21 971 CHF | 96,53% | 96,53% |
07/08/2024 | 4,35% | 0,39 CHF | 0,40 CHF | 130 000 | 50 000 | 122 307 | 50 000 | 51 724 CHF | 22 111 CHF | 100,00% | 100,00% |
06/08/2024 | 5,29% | 0,43 CHF | 0,45 CHF | 120 000 | 50 000 | 120 016 | 39 710 | 52 395 CHF | 18 236 CHF | 99,56% | 99,56% |
02/08/2024 | 13,03% | 0,42 CHF | 0,47 CHF | 120 000 | 10 000 | 132 233 | 10 000 | 51 625 CHF | 4 454 CHF | 95,39% | 95,39% |
31/07/2024 | 5,11% | 0,34 CHF | 0,36 CHF | 147 038 | 50 000 | 146 761 | 47 475 | 50 190 CHF | 17 038 CHF | 29,49% | 29,49% |