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 | 3,48% | 0,29 CHF | 0,30 CHF | 180 000 | 100 000 | 178 525 | 98 951 | 51 139 CHF | 29 348 CHF | 99,18% | 99,18% |
14/08/2024 | 3,50% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 181 048 | 98 268 | 51 041 CHF | 28 684 CHF | 98,48% | 98,48% |
13/08/2024 | 3,77% | 0,27 CHF | 0,28 CHF | 199 677 | 100 000 | 197 290 | 100 000 | 51 408 CHF | 27 075 CHF | 75,22% | 75,22% |
12/08/2024 | 3,40% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 178 408 | 100 000 | 51 603 CHF | 29 934 CHF | 100,00% | 100,00% |
09/08/2024 | 3,12% | 0,29 CHF | 0,30 CHF | 180 000 | 100 000 | 165 017 | 100 000 | 52 028 CHF | 32 594 CHF | 100,00% | 100,00% |
08/08/2024 | 3,21% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 168 770 | 100 000 | 51 724 CHF | 31 676 CHF | 97,95% | 97,95% |
07/08/2024 | 3,49% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 138 124 | 90 631 | 44 825 CHF | 30 335 CHF | 100,00% | 100,00% |
06/08/2024 | 7,88% | 0,25 CHF | 0,27 CHF | 50 000 | 50 000 | 39 693 | 39 693 | 9 823 CHF | 10 589 CHF | 98,20% | 98,20% |
02/08/2024 | 9,55% | 0,31 CHF | 0,34 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 4 259 CHF | 4 684 CHF | 97,57% | 97,57% |
31/07/2024 | 4,58% | 0,40 CHF | 0,42 CHF | 50 000 | 50 000 | 47 056 | 47 056 | 18 808 CHF | 19 675 CHF | 30,64% | 30,64% |