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 | 3,46% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 180 647 | 98 950 | 51 352 CHF | 29 264 CHF | 99,18% | 99,18% |
14/08/2024 | 3,66% | 0,26 CHF | 0,27 CHF | 200 000 | 100 000 | 191 716 | 98 268 | 51 409 CHF | 27 344 CHF | 98,49% | 98,49% |
13/08/2024 | 4,21% | 0,25 CHF | 0,26 CHF | 206 989 | 100 000 | 208 011 | 100 000 | 48 367 CHF | 24 254 CHF | 75,73% | 75,73% |
12/08/2024 | 4,20% | 0,23 CHF | 0,24 CHF | 208 215 | 100 000 | 208 347 | 100 000 | 48 588 CHF | 24 321 CHF | 95,63% | 95,63% |
09/08/2024 | 4,15% | 0,24 CHF | 0,25 CHF | 207 208 | 100 000 | 206 379 | 100 000 | 48 734 CHF | 24 629 CHF | 71,56% | 71,56% |
08/08/2024 | 5,27% | 0,19 CHF | 0,20 CHF | 211 520 | 100 000 | 211 239 | 100 000 | 39 147 CHF | 19 539 CHF | 97,96% | 97,96% |
07/08/2024 | 3,75% | 0,26 CHF | 0,27 CHF | 200 000 | 100 000 | 197 396 | 100 000 | 51 667 CHF | 27 187 CHF | 92,49% | 92,49% |
06/08/2024 | 4,66% | 0,22 CHF | 0,23 CHF | 206 406 | 100 000 | 207 249 | 80 290 | 43 584 CHF | 17 582 CHF | 94,90% | 94,90% |
02/08/2024 | 5,40% | 0,26 CHF | 0,28 CHF | 200 000 | 25 000 | 175 235 | 25 000 | 51 637 CHF | 7 807 CHF | 96,03% | 96,03% |
31/07/2024 | 2,69% | 0,36 CHF | 0,37 CHF | 140 000 | 100 000 | 141 435 | 91 903 | 51 921 CHF | 34 651 CHF | 28,71% | 28,71% |