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 | 6,21% | 0,20 CHF | 0,21 CHF | 150 155 | 50 000 | 150 708 | 49 159 | 35 917 CHF | 12 445 CHF | 99,09% | 99,09% |
14/08/2024 | 5,47% | 0,23 CHF | 0,24 CHF | 149 670 | 50 000 | 150 288 | 48 357 | 38 060 CHF | 12 948 CHF | 98,02% | 98,02% |
13/08/2024 | 3,23% | 0,37 CHF | 0,38 CHF | 140 000 | 50 000 | 119 343 | 50 000 | 51 862 CHF | 22 587 CHF | 97,08% | 97,08% |
12/08/2024 | 3,66% | 0,43 CHF | 0,45 CHF | 120 000 | 50 000 | 136 395 | 50 000 | 51 767 CHF | 19 802 CHF | 100,00% | 100,00% |
09/08/2024 | 4,22% | 0,34 CHF | 0,35 CHF | 152 629 | 50 000 | 150 651 | 50 000 | 49 640 CHF | 17 196 CHF | 98,69% | 98,69% |
08/08/2024 | 3,36% | 0,34 CHF | 0,35 CHF | 152 647 | 50 000 | 124 827 | 50 000 | 52 545 CHF | 21 903 CHF | 91,01% | 91,01% |
07/08/2024 | 3,14% | 0,34 CHF | 0,35 CHF | 152 576 | 50 000 | 127 220 | 50 000 | 51 936 CHF | 21 334 CHF | 96,07% | 96,07% |
06/08/2024 | 2,95% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 89 337 | 37 621 | 53 155 CHF | 22 733 CHF | 98,73% | 98,73% |
02/08/2024 | 5,33% | 0,78 CHF | 0,82 CHF | 70 000 | 10 000 | 73 072 | 10 000 | 53 325 CHF | 7 711 CHF | 97,01% | 97,01% |
31/07/2024 | 2,53% | 0,63 CHF | 0,65 CHF | 80 000 | 50 000 | 85 566 | 44 742 | 53 233 CHF | 28 600 CHF | 30,67% | 30,67% |