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 | 3,35% | 0,32 CHF | 0,33 CHF | 160 000 | 75 000 | 173 753 | 74 196 | 51 926 CHF | 22 963 CHF | 98,36% | 98,36% |
14/08/2024 | 3,50% | 0,30 CHF | 0,31 CHF | 170 000 | 75 000 | 178 178 | 72 955 | 51 942 CHF | 22 016 CHF | 98,49% | 98,49% |
13/08/2024 | 3,51% | 0,28 CHF | 0,29 CHF | 180 000 | 75 000 | 181 422 | 75 000 | 50 857 CHF | 21 780 CHF | 96,74% | 96,74% |
12/08/2024 | 3,37% | 0,29 CHF | 0,30 CHF | 180 000 | 75 000 | 177 829 | 75 000 | 51 932 CHF | 22 660 CHF | 100,00% | 100,00% |
09/08/2024 | 3,40% | 0,29 CHF | 0,30 CHF | 180 000 | 75 000 | 177 273 | 75 000 | 51 325 CHF | 22 477 CHF | 100,00% | 100,00% |
08/08/2024 | 3,52% | 0,30 CHF | 0,31 CHF | 170 000 | 75 000 | 181 891 | 75 000 | 50 809 CHF | 21 715 CHF | 96,70% | 96,70% |
07/08/2024 | 3,27% | 0,31 CHF | 0,32 CHF | 170 000 | 75 000 | 172 476 | 75 000 | 51 858 CHF | 23 319 CHF | 100,00% | 100,00% |
06/08/2024 | 4,31% | 0,27 CHF | 0,28 CHF | 190 000 | 75 000 | 184 937 | 54 390 | 51 163 CHF | 15 503 CHF | 99,41% | 99,41% |
02/08/2024 | 9,00% | 0,27 CHF | 0,30 CHF | 190 000 | 20 000 | 177 069 | 20 000 | 51 773 CHF | 6 408 CHF | 95,80% | 95,80% |
30/07/2024 | 3,00% | 0,33 CHF | 0,34 CHF | 160 000 | 75 000 | 159 432 | 75 000 | 52 311 CHF | 25 361 CHF | 96,70% | 96,70% |