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 | 2,70% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 141 544 | 98 950 | 51 803 CHF | 37 325 CHF | 99,19% | 99,19% |
14/08/2024 | 2,82% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 148 792 | 98 268 | 51 928 CHF | 35 285 CHF | 98,49% | 98,49% |
13/08/2024 | 3,11% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 164 698 | 100 000 | 52 098 CHF | 32 654 CHF | 96,32% | 96,32% |
12/08/2024 | 3,12% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 164 717 | 100 000 | 51 888 CHF | 32 518 CHF | 100,00% | 100,00% |
09/08/2024 | 3,08% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 162 539 | 100 000 | 51 900 CHF | 32 967 CHF | 100,00% | 100,00% |
08/08/2024 | 3,69% | 0,27 CHF | 0,28 CHF | 190 000 | 100 000 | 193 203 | 100 000 | 51 355 CHF | 27 632 CHF | 97,96% | 97,96% |
07/08/2024 | 2,88% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 151 039 | 100 000 | 51 660 CHF | 35 213 CHF | 100,00% | 100,00% |
06/08/2024 | 3,38% | 0,30 CHF | 0,31 CHF | 170 000 | 100 000 | 177 007 | 79 513 | 51 560 CHF | 23 867 CHF | 99,25% | 99,25% |
02/08/2024 | 4,40% | 0,35 CHF | 0,36 CHF | 150 000 | 25 000 | 138 209 | 25 000 | 51 795 CHF | 9 821 CHF | 99,11% | 99,11% |
31/07/2024 | 2,20% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 115 081 | 91 903 | 51 818 CHF | 42 303 CHF | 28,71% | 28,71% |