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 | 2,98% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 156 008 | 98 950 | 51 571 CHF | 33 847 CHF | 99,18% | 99,18% |
14/08/2024 | 3,12% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 163 956 | 98 268 | 51 652 CHF | 31 950 CHF | 98,48% | 98,48% |
13/08/2024 | 3,48% | 0,29 CHF | 0,30 CHF | 180 000 | 100 000 | 181 140 | 100 000 | 51 202 CHF | 29 283 CHF | 96,32% | 96,32% |
12/08/2024 | 3,50% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 180 895 | 100 000 | 50 776 CHF | 29 076 CHF | 100,00% | 100,00% |
09/08/2024 | 3,45% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 180 161 | 100 000 | 51 261 CHF | 29 480 CHF | 99,65% | 99,65% |
08/08/2024 | 4,26% | 0,24 CHF | 0,25 CHF | 213 028 | 100 000 | 209 406 | 100 000 | 48 238 CHF | 24 068 CHF | 63,04% | 63,04% |
07/08/2024 | 3,20% | 0,30 CHF | 0,31 CHF | 170 000 | 100 000 | 170 188 | 100 000 | 52 413 CHF | 31 803 CHF | 100,00% | 100,00% |
06/08/2024 | 3,78% | 0,26 CHF | 0,27 CHF | 200 000 | 100 000 | 196 934 | 81 456 | 51 198 CHF | 21 872 CHF | 80,27% | 80,27% |
02/08/2024 | 4,80% | 0,31 CHF | 0,33 CHF | 170 000 | 25 000 | 152 658 | 25 000 | 51 924 CHF | 8 955 CHF | 97,52% | 97,52% |
31/07/2024 | 2,43% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 124 550 | 91 903 | 51 607 CHF | 39 001 CHF | 28,71% | 28,71% |