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 | 2,17% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 115 743 | 98 951 | 52 648 CHF | 46 021 CHF | 99,18% | 99,18% |
14/08/2024 | 2,25% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 118 869 | 98 268 | 53 439 CHF | 45 175 CHF | 98,48% | 98,48% |
13/08/2024 | 2,29% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 120 000 | 100 000 | 51 840 CHF | 44 200 CHF | 96,93% | 96,93% |
12/08/2024 | 2,16% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 113 303 | 100 000 | 51 865 CHF | 46 799 CHF | 100,00% | 100,00% |
09/08/2024 | 2,04% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 107 672 | 100 000 | 52 148 CHF | 49 489 CHF | 100,00% | 100,00% |
08/08/2024 | 2,09% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 110 000 | 100 000 | 52 102 CHF | 48 365 CHF | 97,95% | 97,95% |
07/08/2024 | 2,32% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 95 153 | 90 631 | 46 813 CHF | 45 592 CHF | 100,00% | 100,00% |
06/08/2024 | 4,82% | 0,42 CHF | 0,44 CHF | 50 000 | 50 000 | 39 545 | 39 545 | 16 420 CHF | 17 187 CHF | 97,25% | 97,25% |
02/08/2024 | 6,40% | 0,48 CHF | 0,51 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 6 361 CHF | 6 781 CHF | 96,13% | 96,13% |
31/07/2024 | 3,21% | 0,57 CHF | 0,59 CHF | 50 000 | 50 000 | 47 056 | 47 056 | 26 711 CHF | 27 567 CHF | 30,64% | 30,64% |