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 | 6,92% | 0,21 CHF | 0,23 CHF | 240 000 | 75 000 | 243 256 | 74 591 | 50 268 CHF | 16 524 CHF | 96,85% | 96,85% |
14/08/2024 | 7,80% | 0,21 CHF | 0,22 CHF | 240 000 | 75 000 | 245 808 | 73 978 | 50 168 CHF | 16 320 CHF | 98,49% | 98,49% |
13/08/2024 | 7,86% | 0,22 CHF | 0,23 CHF | 230 000 | 75 000 | 249 094 | 75 000 | 50 283 CHF | 16 403 CHF | 63,78% | 63,78% |
12/08/2024 | 9,84% | 0,17 CHF | 0,18 CHF | 302 698 | 75 000 | 301 419 | 75 000 | 48 022 CHF | 13 200 CHF | 52,33% | 52,33% |
09/08/2024 | 7,65% | 0,21 CHF | 0,23 CHF | 240 000 | 75 000 | 231 581 | 75 000 | 50 535 CHF | 17 682 CHF | 98,45% | 98,45% |
08/08/2024 | 7,41% | 0,19 CHF | 0,20 CHF | 269 519 | 75 000 | 271 399 | 75 000 | 50 408 CHF | 15 010 CHF | 65,98% | 65,98% |
07/08/2024 | 8,88% | 0,20 CHF | 0,21 CHF | 268 671 | 75 000 | 270 530 | 75 000 | 50 588 CHF | 15 331 CHF | 33,41% | 33,41% |
06/08/2024 | 13,15% | 0,18 CHF | 0,19 CHF | 282 552 | 75 000 | 284 182 | 63 848 | 47 602 CHF | 12 123 CHF | 91,83% | 91,83% |
02/08/2024 | 23,55% | 0,18 CHF | 0,23 CHF | 256 533 | 20 000 | 253 032 | 20 000 | 47 709 CHF | 4 778 CHF | 27,47% | 27,47% |
31/07/2024 | 7,71% | 0,22 CHF | 0,24 CHF | 230 000 | 75 000 | 228 916 | 72 475 | 50 580 CHF | 17 302 CHF | 29,49% | 29,49% |