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 | 3,50% | 0,30 CHF | 0,31 CHF | 140 348 | 50 000 | 146 060 | 49 487 | 41 899 CHF | 14 706 CHF | 99,06% | 99,06% |
14/08/2024 | 4,43% | 0,29 CHF | 0,30 CHF | 147 093 | 50 000 | 148 444 | 48 917 | 41 297 CHF | 14 218 CHF | 98,83% | 98,83% |
13/08/2024 | 3,76% | 0,27 CHF | 0,28 CHF | 150 904 | 50 000 | 149 766 | 50 000 | 41 551 CHF | 14 405 CHF | 97,08% | 97,08% |
12/08/2024 | 3,61% | 0,28 CHF | 0,30 CHF | 147 731 | 50 000 | 148 270 | 50 000 | 42 120 CHF | 14 726 CHF | 100,00% | 100,00% |
09/08/2024 | 3,92% | 0,27 CHF | 0,29 CHF | 150 172 | 50 000 | 145 618 | 50 000 | 41 709 CHF | 14 897 CHF | 100,00% | 100,00% |
08/08/2024 | 4,45% | 0,27 CHF | 0,28 CHF | 155 967 | 50 000 | 144 709 | 46 783 | 36 164 CHF | 12 204 CHF | 97,56% | 97,56% |
07/08/2024 | 4,38% | 0,28 CHF | 0,29 CHF | 148 299 | 50 000 | 147 609 | 50 000 | 42 005 CHF | 14 870 CHF | 97,69% | 97,69% |
06/08/2024 | 5,45% | 0,26 CHF | 0,27 CHF | 154 292 | 50 000 | 155 217 | 39 710 | 40 420 CHF | 10 902 CHF | 99,56% | 99,56% |
02/08/2024 | 11,81% | 0,25 CHF | 0,28 CHF | 157 546 | 10 000 | 150 482 | 10 000 | 40 745 CHF | 3 053 CHF | 99,12% | 99,12% |
31/07/2024 | 3,74% | 0,35 CHF | 0,36 CHF | 132 114 | 50 000 | 132 810 | 46 616 | 45 188 CHF | 16 485 CHF | 30,66% | 30,66% |