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 | 7,34% | 0,23 CHF | 0,25 CHF | 220 000 | 50 000 | 219 768 | 49 160 | 50 595 CHF | 12 176 CHF | 99,20% | 99,20% |
14/08/2024 | 6,27% | 0,23 CHF | 0,24 CHF | 220 000 | 50 000 | 218 997 | 48 720 | 50 535 CHF | 11 977 CHF | 94,85% | 94,85% |
13/08/2024 | 6,51% | 0,21 CHF | 0,23 CHF | 236 573 | 50 000 | 220 875 | 50 000 | 50 360 CHF | 12 211 CHF | 78,84% | 78,84% |
12/08/2024 | 6,11% | 0,25 CHF | 0,26 CHF | 200 000 | 50 000 | 204 138 | 50 000 | 50 167 CHF | 13 073 CHF | 100,00% | 100,00% |
09/08/2024 | 5,49% | 0,25 CHF | 0,26 CHF | 200 000 | 50 000 | 209 379 | 50 000 | 50 365 CHF | 12 711 CHF | 100,00% | 100,00% |
08/08/2024 | 6,05% | 0,22 CHF | 0,24 CHF | 230 000 | 50 000 | 243 589 | 50 000 | 50 244 CHF | 10 975 CHF | 52,53% | 52,53% |
07/08/2024 | 6,33% | 0,23 CHF | 0,24 CHF | 220 000 | 50 000 | 226 956 | 50 000 | 50 492 CHF | 11 882 CHF | 100,00% | 100,00% |
06/08/2024 | 11,26% | 0,20 CHF | 0,21 CHF | 270 000 | 50 000 | 263 617 | 32 725 | 50 475 CHF | 6 939 CHF | 42,14% | 42,14% |
02/08/2024 | 20,50% | 0,19 CHF | 0,23 CHF | 254 965 | 10 000 | 253 738 | 10 000 | 49 255 CHF | 2 386 CHF | 83,39% | 83,39% |
31/07/2024 | 6,28% | 0,24 CHF | 0,25 CHF | 210 000 | 50 000 | 214 997 | 45 782 | 50 493 CHF | 11 450 CHF | 30,64% | 30,64% |