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 | 1,99% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 106 657 | 98 950 | 52 937 CHF | 50 188 CHF | 99,18% | 99,18% |
14/08/2024 | 2,07% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 110 000 | 98 268 | 52 699 CHF | 48 060 CHF | 98,49% | 98,49% |
13/08/2024 | 2,22% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 118 289 | 100 000 | 52 798 CHF | 45 654 CHF | 96,32% | 96,32% |
12/08/2024 | 2,22% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 119 761 | 100 000 | 53 312 CHF | 45 518 CHF | 100,00% | 100,00% |
09/08/2024 | 2,20% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 117 626 | 100 000 | 52 857 CHF | 45 967 CHF | 100,00% | 100,00% |
08/08/2024 | 2,49% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 130 478 | 100 000 | 51 658 CHF | 40 632 CHF | 97,96% | 97,96% |
07/08/2024 | 2,09% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 110 261 | 100 000 | 52 113 CHF | 48 269 CHF | 100,00% | 100,00% |
06/08/2024 | 2,42% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 122 389 | 79 220 | 51 594 CHF | 34 109 CHF | 97,85% | 97,85% |
02/08/2024 | 3,18% | 0,48 CHF | 0,49 CHF | 110 000 | 25 000 | 103 074 | 25 000 | 52 121 CHF | 13 071 CHF | 99,11% | 99,11% |
31/07/2024 | 1,71% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 97 836 | 91 903 | 56 815 CHF | 54 251 CHF | 28,71% | 28,71% |