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 | 3,79% | 0,39 CHF | 0,41 CHF | 130 000 | 50 000 | 135 417 | 49 597 | 52 323 CHF | 19 914 CHF | 98,36% | 98,36% |
14/08/2024 | 4,99% | 0,38 CHF | 0,39 CHF | 140 000 | 50 000 | 140 000 | 48 978 | 51 991 CHF | 19 107 CHF | 98,49% | 98,49% |
13/08/2024 | 5,21% | 0,36 CHF | 0,37 CHF | 149 321 | 50 000 | 149 465 | 50 000 | 52 208 CHF | 18 400 CHF | 49,67% | 49,67% |
12/08/2024 | 4,55% | 0,36 CHF | 0,37 CHF | 149 683 | 50 000 | 149 969 | 50 000 | 52 005 CHF | 18 145 CHF | 78,82% | 78,82% |
09/08/2024 | 5,16% | 0,34 CHF | 0,35 CHF | 150 749 | 50 000 | 147 181 | 50 000 | 51 269 CHF | 18 351 CHF | 54,74% | 54,74% |
08/08/2024 | 5,31% | 0,36 CHF | 0,37 CHF | 149 515 | 50 000 | 150 541 | 50 000 | 48 952 CHF | 17 148 CHF | 83,20% | 83,20% |
07/08/2024 | 5,92% | 0,34 CHF | 0,36 CHF | 150 873 | 50 000 | 150 724 | 50 000 | 48 245 CHF | 16 982 CHF | 77,99% | 77,99% |
06/08/2024 | 7,44% | 0,32 CHF | 0,34 CHF | 149 817 | 50 000 | 150 946 | 39 885 | 46 401 CHF | 13 145 CHF | 98,39% | 98,39% |
02/08/2024 | 15,58% | 0,30 CHF | 0,35 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 9 746 CHF | 3 797 CHF | 94,52% | 94,52% |
31/07/2024 | 4,57% | 0,41 CHF | 0,43 CHF | 130 000 | 50 000 | 126 649 | 47 475 | 51 935 CHF | 20 401 CHF | 29,49% | 29,49% |