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 | 2,45% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 129 284 | 98 951 | 52 144 CHF | 40 902 CHF | 99,18% | 99,18% |
14/08/2024 | 2,55% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 130 000 | 98 268 | 51 756 CHF | 40 117 CHF | 98,49% | 98,49% |
13/08/2024 | 2,59% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 136 650 | 100 000 | 52 094 CHF | 39 146 CHF | 96,93% | 96,93% |
12/08/2024 | 2,43% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 128 991 | 100 000 | 52 336 CHF | 41 585 CHF | 100,00% | 100,00% |
09/08/2024 | 2,29% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 121 922 | 100 000 | 52 687 CHF | 44 256 CHF | 100,00% | 100,00% |
08/08/2024 | 2,34% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 121 977 | 100 000 | 51 555 CHF | 43 288 CHF | 97,95% | 97,95% |
07/08/2024 | 2,64% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 105 093 | 90 631 | 46 257 CHF | 40 871 CHF | 100,00% | 100,00% |
06/08/2024 | 5,43% | 0,37 CHF | 0,38 CHF | 50 000 | 50 000 | 39 202 | 39 202 | 14 244 CHF | 14 988 CHF | 94,15% | 94,15% |
02/08/2024 | 7,03% | 0,42 CHF | 0,46 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 5 715 CHF | 6 130 CHF | 96,40% | 96,40% |
31/07/2024 | 3,26% | 0,52 CHF | 0,53 CHF | 50 000 | 50 000 | 47 056 | 47 056 | 24 293 CHF | 25 082 CHF | 30,64% | 30,64% |