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 | 3,00% | 0,39 CHF | 0,40 CHF | 136 215 | 75 000 | 137 561 | 74 002 | 45 886 CHF | 25 418 CHF | 79,20% | 79,20% |
14/08/2024 | 2,97% | 0,34 CHF | 0,35 CHF | 136 465 | 75 000 | 136 839 | 73 486 | 46 429 CHF | 25 677 CHF | 98,49% | 98,49% |
13/08/2024 | 3,43% | 0,30 CHF | 0,31 CHF | 138 932 | 75 000 | 139 620 | 75 000 | 40 057 CHF | 22 269 CHF | 97,10% | 97,10% |
12/08/2024 | 3,26% | 0,29 CHF | 0,30 CHF | 139 558 | 75 000 | 139 253 | 75 000 | 42 022 CHF | 23 384 CHF | 100,00% | 100,00% |
09/08/2024 | 3,24% | 0,31 CHF | 0,32 CHF | 138 438 | 75 000 | 138 544 | 75 000 | 42 151 CHF | 23 573 CHF | 100,00% | 100,00% |
08/08/2024 | 3,39% | 0,31 CHF | 0,32 CHF | 138 218 | 75 000 | 138 420 | 75 000 | 40 278 CHF | 22 575 CHF | 96,70% | 96,70% |
07/08/2024 | 2,97% | 0,33 CHF | 0,34 CHF | 137 560 | 75 000 | 136 695 | 75 000 | 45 500 CHF | 25 722 CHF | 100,00% | 100,00% |
06/08/2024 | 5,35% | 0,23 CHF | 0,24 CHF | 139 926 | 75 000 | 140 288 | 54 593 | 31 968 CHF | 12 952 CHF | 98,98% | 98,98% |
02/08/2024 | 7,14% | 0,27 CHF | 0,30 CHF | 138 916 | 20 000 | 138 243 | 20 000 | 44 545 CHF | 6 921 CHF | 97,30% | 97,30% |
30/07/2024 | 2,38% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 124 053 | 75 000 | 51 518 CHF | 31 935 CHF | 88,00% | 88,00% |