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 | 6,43% | 0,31 CHF | 0,33 CHF | 170 000 | 50 000 | 175 884 | 49 487 | 51 013 CHF | 15 313 CHF | 99,06% | 99,06% |
14/08/2024 | 5,63% | 0,31 CHF | 0,32 CHF | 170 000 | 50 000 | 167 126 | 48 917 | 52 014 CHF | 16 105 CHF | 98,83% | 98,83% |
13/08/2024 | 5,70% | 0,31 CHF | 0,32 CHF | 170 000 | 50 000 | 170 997 | 50 000 | 51 818 CHF | 16 056 CHF | 86,82% | 86,82% |
12/08/2024 | 4,52% | 0,31 CHF | 0,33 CHF | 170 000 | 50 000 | 162 994 | 50 000 | 51 687 CHF | 16 603 CHF | 96,80% | 96,80% |
09/08/2024 | 5,84% | 0,30 CHF | 0,32 CHF | 170 000 | 50 000 | 171 780 | 50 000 | 52 197 CHF | 16 115 CHF | 98,42% | 98,42% |
08/08/2024 | 6,77% | 0,30 CHF | 0,32 CHF | 170 000 | 50 000 | 119 160 | 41 068 | 35 908 CHF | 13 206 CHF | 35,06% | 35,06% |
07/08/2024 | 5,06% | 0,34 CHF | 0,36 CHF | 150 000 | 50 000 | 142 837 | 50 000 | 51 408 CHF | 18 945 CHF | 92,76% | 92,76% |
06/08/2024 | 5,51% | 0,35 CHF | 0,36 CHF | 150 000 | 50 000 | 144 171 | 46 450 | 51 640 CHF | 17 461 CHF | 54,70% | 54,70% |
02/08/2024 | 12,68% | 0,46 CHF | 0,52 CHF | 110 000 | 10 000 | 116 076 | 10 000 | 52 525 CHF | 5 140 CHF | 98,90% | 98,90% |
31/07/2024 | 4,49% | 0,49 CHF | 0,51 CHF | 110 000 | 50 000 | 107 307 | 45 593 | 52 293 CHF | 23 253 CHF | 30,67% | 30,67% |