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 | 4,12% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 199 234 | 99 586 | 47 595 CHF | 24 872 CHF | 94,83% | 94,83% |
14/08/2024 | 4,38% | 0,22 CHF | 0,23 CHF | 204 578 | 100 000 | 203 743 | 98 268 | 45 549 CHF | 22 942 CHF | 98,49% | 98,49% |
13/08/2024 | 5,08% | 0,20 CHF | 0,21 CHF | 206 159 | 100 000 | 207 697 | 100 000 | 39 874 CHF | 20 201 CHF | 96,32% | 96,32% |
12/08/2024 | 5,15% | 0,19 CHF | 0,20 CHF | 208 941 | 100 000 | 208 341 | 100 000 | 39 445 CHF | 19 933 CHF | 100,00% | 100,00% |
09/08/2024 | 5,05% | 0,19 CHF | 0,20 CHF | 207 015 | 100 000 | 207 067 | 100 000 | 40 093 CHF | 20 366 CHF | 100,00% | 100,00% |
08/08/2024 | 6,90% | 0,15 CHF | 0,16 CHF | 211 914 | 100 000 | 211 319 | 100 000 | 29 744 CHF | 15 082 CHF | 97,96% | 97,96% |
07/08/2024 | 4,50% | 0,21 CHF | 0,22 CHF | 205 312 | 100 000 | 203 980 | 100 000 | 44 305 CHF | 22 720 CHF | 100,00% | 100,00% |
06/08/2024 | 5,83% | 0,17 CHF | 0,18 CHF | 206 206 | 100 000 | 207 278 | 79 629 | 34 661 CHF | 13 989 CHF | 98,24% | 98,24% |
02/08/2024 | 6,42% | 0,22 CHF | 0,24 CHF | 203 583 | 25 000 | 198 331 | 25 000 | 49 599 CHF | 6 679 CHF | 98,92% | 98,92% |
31/07/2024 | 3,10% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 159 644 | 91 903 | 51 744 CHF | 30 731 CHF | 28,71% | 28,71% |