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 | 2,14% | 0,49 CHF | 0,50 CHF | 110 000 | 50 000 | 109 650 | 49 086 | 51 482 CHF | 23 542 CHF | 91,17% | 91,17% |
14/08/2024 | 2,06% | 0,50 CHF | 0,51 CHF | 109 836 | 50 000 | 109 366 | 48 259 | 52 471 CHF | 23 642 CHF | 91,71% | 91,71% |
13/08/2024 | 2,11% | 0,46 CHF | 0,47 CHF | 112 278 | 50 000 | 110 098 | 50 000 | 51 689 CHF | 23 975 CHF | 73,21% | 73,21% |
12/08/2024 | 1,94% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 100 462 | 50 000 | 51 269 CHF | 26 022 CHF | 100,00% | 100,00% |
09/08/2024 | 1,85% | 0,52 CHF | 0,53 CHF | 100 000 | 25 000 | 99 736 | 25 000 | 53 385 CHF | 13 633 CHF | 100,00% | 100,00% |
08/08/2024 | 1,69% | 0,56 CHF | 0,57 CHF | 90 000 | 25 000 | 89 610 | 25 000 | 52 604 CHF | 14 975 CHF | 97,96% | 97,96% |
07/08/2024 | 1,55% | 0,65 CHF | 0,66 CHF | 80 000 | 25 000 | 82 299 | 25 000 | 52 663 CHF | 16 266 CHF | 100,00% | 100,00% |
06/08/2024 | 3,69% | 0,63 CHF | 0,65 CHF | 25 000 | 25 000 | 18 880 | 18 880 | 11 731 CHF | 12 139 CHF | 97,13% | 97,13% |
02/08/2024 | 5,74% | 0,48 CHF | 0,51 CHF | 109 776 | 10 000 | 103 735 | 10 000 | 52 078 CHF | 5 323 CHF | 92,90% | 92,90% |
31/07/2024 | 1,95% | 0,61 CHF | 0,62 CHF | 90 000 | 25 000 | 90 000 | 24 661 | 54 234 CHF | 15 157 CHF | 30,67% | 30,67% |