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 | 1,98% | 0,53 CHF | 0,54 CHF | 100 000 | 25 000 | 104 747 | 24 933 | 52 666 CHF | 12 811 CHF | 97,07% | 97,07% |
14/08/2024 | 2,21% | 0,45 CHF | 0,46 CHF | 120 000 | 25 000 | 117 000 | 24 897 | 52 632 CHF | 11 456 CHF | 98,68% | 98,68% |
13/08/2024 | 2,45% | 0,40 CHF | 0,41 CHF | 130 000 | 25 000 | 128 846 | 25 000 | 52 025 CHF | 10 349 CHF | 96,64% | 96,64% |
12/08/2024 | 2,24% | 0,44 CHF | 0,45 CHF | 120 000 | 25 000 | 119 967 | 25 000 | 52 993 CHF | 11 293 CHF | 100,00% | 100,00% |
09/08/2024 | 2,23% | 0,44 CHF | 0,45 CHF | 120 000 | 25 000 | 118 694 | 25 000 | 52 705 CHF | 11 356 CHF | 100,00% | 100,00% |
08/08/2024 | 2,36% | 0,44 CHF | 0,45 CHF | 120 000 | 25 000 | 123 547 | 25 000 | 51 809 CHF | 10 741 CHF | 97,81% | 97,81% |
07/08/2024 | 2,20% | 0,46 CHF | 0,47 CHF | 110 000 | 25 000 | 114 843 | 25 000 | 51 620 CHF | 11 498 CHF | 82,52% | 82,52% |
06/08/2024 | 2,88% | 0,38 CHF | 0,39 CHF | 140 000 | 25 000 | 132 950 | 22 173 | 51 741 CHF | 8 865 CHF | 72,10% | 72,10% |
02/08/2024 | 5,22% | 0,53 CHF | 0,55 CHF | 3 750 | 3 750 | 3 750 | 3 750 | 2 014 CHF | 2 122 CHF | 95,69% | 95,69% |
31/07/2024 | 2,67% | 0,61 CHF | 0,63 CHF | 12 500 | 12 500 | 12 246 | 12 246 | 7 680 CHF | 7 886 CHF | 30,66% | 30,66% |