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 | 15,45% | 0,31 CHF | 0,34 CHF | 170 000 | 50 000 | 164 434 | 18 752 | 51 701 CHF | 6 476 CHF | 98,79% | 98,79% |
14/08/2024 | 16,25% | 0,27 CHF | 0,30 CHF | 190 000 | 50 000 | 175 571 | 19 252 | 51 980 CHF | 6 332 CHF | 85,75% | 85,75% |
13/08/2024 | 12,05% | 0,33 CHF | 0,35 CHF | 160 000 | 50 000 | 185 206 | 19 479 | 51 617 CHF | 6 410 CHF | 91,20% | 91,20% |
12/08/2024 | 8,69% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 256 424 | 39 797 | 50 978 CHF | 9 887 CHF | 87,35% | 87,35% |
09/08/2024 | 10,90% | 0,15 CHF | 0,16 CHF | 340 000 | 100 000 | 332 055 | 37 395 | 51 062 CHF | 6 238 CHF | 99,32% | 99,32% |
08/08/2024 | 13,25% | 0,14 CHF | 0,15 CHF | 360 000 | 100 000 | 401 473 | 37 958 | 50 497 CHF | 5 513 CHF | 96,30% | 96,30% |
07/08/2024 | 18,14% | 0,16 CHF | 0,18 CHF | 320 000 | 100 000 | 288 733 | 37 609 | 51 008 CHF | 7 594 CHF | 97,70% | 97,70% |
06/08/2024 | 10,85% | 0,16 CHF | 0,17 CHF | 320 000 | 100 000 | 325 606 | 37 290 | 50 961 CHF | 6 633 CHF | 97,20% | 97,20% |
02/08/2024 | 11,54% | 0,86 CHF | 0,96 CHF | 60 000 | 10 000 | 41 132 | 3 690 | 59 080 CHF | 5 592 CHF | 97,34% | 97,34% |
30/07/2024 | 13,23% | 1,26 CHF | 1,36 CHF | 40 000 | 10 000 | 42 243 | 3 716 | 53 350 CHF | 5 359 CHF | 98,93% | 98,93% |