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 | 3,09% | 0,33 CHF | 0,34 CHF | 160 000 | 50 000 | 162 340 | 49 863 | 51 917 CHF | 16 454 CHF | 98,38% | 98,38% |
14/08/2024 | 3,05% | 0,32 CHF | 0,33 CHF | 160 000 | 50 000 | 158 899 | 49 506 | 51 486 CHF | 16 549 CHF | 98,49% | 98,49% |
13/08/2024 | 3,20% | 0,32 CHF | 0,33 CHF | 160 000 | 50 000 | 168 677 | 50 000 | 51 834 CHF | 15 870 CHF | 96,74% | 96,74% |
12/08/2024 | 3,15% | 0,32 CHF | 0,33 CHF | 160 000 | 50 000 | 167 763 | 50 000 | 52 466 CHF | 16 144 CHF | 100,00% | 100,00% |
09/08/2024 | 3,09% | 0,32 CHF | 0,33 CHF | 160 000 | 50 000 | 163 208 | 50 000 | 51 977 CHF | 16 432 CHF | 100,00% | 100,00% |
08/08/2024 | 3,14% | 0,32 CHF | 0,33 CHF | 160 000 | 50 000 | 164 884 | 50 000 | 51 642 CHF | 16 171 CHF | 96,70% | 96,70% |
07/08/2024 | 3,03% | 0,34 CHF | 0,35 CHF | 150 000 | 75 000 | 159 294 | 75 000 | 51 765 CHF | 25 151 CHF | 100,00% | 100,00% |
06/08/2024 | 7,47% | 0,30 CHF | 0,32 CHF | 25 000 | 25 000 | 19 878 | 19 878 | 5 919 CHF | 6 348 CHF | 99,25% | 99,25% |
02/08/2024 | 6,21% | 0,46 CHF | 0,49 CHF | 110 000 | 10 000 | 113 852 | 10 000 | 51 934 CHF | 4 858 CHF | 98,56% | 98,56% |
31/07/2024 | 2,24% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 110 000 | 47 076 | 52 980 CHF | 23 165 CHF | 17,31% | 17,31% |