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 | 4,82% | 0,21 CHF | 0,22 CHF | 240 000 | 50 000 | 246 954 | 49 115 | 50 162 CHF | 10 472 CHF | 94,15% | 94,15% |
14/08/2024 | 5,14% | 0,20 CHF | 0,21 CHF | 250 000 | 50 000 | 263 676 | 48 324 | 50 889 CHF | 9 815 CHF | 98,67% | 98,67% |
13/08/2024 | 5,13% | 0,19 CHF | 0,20 CHF | 270 000 | 50 000 | 267 697 | 50 000 | 50 856 CHF | 10 010 CHF | 95,71% | 95,71% |
12/08/2024 | 4,89% | 0,20 CHF | 0,21 CHF | 250 000 | 50 000 | 251 782 | 50 000 | 50 249 CHF | 10 487 CHF | 100,00% | 100,00% |
09/08/2024 | 4,87% | 0,20 CHF | 0,21 CHF | 250 000 | 50 000 | 249 587 | 50 000 | 50 017 CHF | 10 521 CHF | 84,20% | 84,20% |
08/08/2024 | 5,09% | 0,20 CHF | 0,21 CHF | 250 000 | 50 000 | 266 791 | 50 000 | 51 091 CHF | 10 080 CHF | 97,81% | 97,81% |
07/08/2024 | 8,21% | 0,20 CHF | 0,21 CHF | 250 000 | 50 000 | 33 264 | 25 940 | 6 652 CHF | 5 580 CHF | 98,83% | 98,83% |
06/08/2024 | 6,34% | 0,17 CHF | 0,18 CHF | 300 000 | 50 000 | 309 248 | 37 692 | 51 067 CHF | 6 583 CHF | 99,34% | 99,34% |
02/08/2024 | 8,77% | 0,19 CHF | 0,21 CHF | 270 000 | 10 000 | 252 735 | 10 000 | 50 262 CHF | 2 173 CHF | 98,44% | 98,44% |
31/07/2024 | 4,30% | 0,24 CHF | 0,25 CHF | 210 000 | 25 000 | 210 797 | 24 663 | 50 401 CHF | 6 155 CHF | 30,66% | 30,66% |