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 | 2,41% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 126 663 | 98 951 | 52 149 CHF | 41 746 CHF | 99,18% | 99,18% |
14/08/2024 | 2,47% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 129 736 | 98 268 | 52 920 CHF | 41 078 CHF | 98,48% | 98,48% |
13/08/2024 | 2,53% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 132 398 | 100 000 | 51 710 CHF | 40 076 CHF | 96,32% | 96,32% |
12/08/2024 | 2,39% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 126 541 | 100 000 | 52 388 CHF | 42 424 CHF | 100,00% | 100,00% |
09/08/2024 | 2,24% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 120 470 | 100 000 | 53 093 CHF | 45 100 CHF | 100,00% | 100,00% |
08/08/2024 | 2,29% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 120 011 | 100 000 | 51 931 CHF | 44 272 CHF | 97,95% | 97,95% |
07/08/2024 | 2,56% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 103 943 | 90 631 | 46 642 CHF | 41 652 CHF | 100,00% | 100,00% |
06/08/2024 | 5,40% | 0,38 CHF | 0,39 CHF | 50 000 | 50 000 | 39 735 | 39 735 | 14 787 CHF | 15 559 CHF | 98,60% | 98,60% |
02/08/2024 | 7,03% | 0,43 CHF | 0,47 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 5 832 CHF | 6 256 CHF | 96,13% | 96,13% |
31/07/2024 | 3,37% | 0,53 CHF | 0,54 CHF | 50 000 | 50 000 | 47 056 | 47 056 | 24 704 CHF | 25 532 CHF | 30,64% | 30,64% |