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 | 2,62% | 0,41 CHF | 0,42 CHF | 130 000 | 25 000 | 137 596 | 24 946 | 51 782 CHF | 9 686 CHF | 97,07% | 97,07% |
14/08/2024 | 3,03% | 0,33 CHF | 0,34 CHF | 160 000 | 25 000 | 160 381 | 24 895 | 52 118 CHF | 8 343 CHF | 97,47% | 97,47% |
13/08/2024 | 3,54% | 0,27 CHF | 0,28 CHF | 178 654 | 25 000 | 177 965 | 25 000 | 49 350 CHF | 7 185 CHF | 86,11% | 86,11% |
12/08/2024 | 3,12% | 0,31 CHF | 0,32 CHF | 170 000 | 25 000 | 164 776 | 25 000 | 51 942 CHF | 8 135 CHF | 100,00% | 100,00% |
09/08/2024 | 3,10% | 0,31 CHF | 0,32 CHF | 170 000 | 25 000 | 163 347 | 25 000 | 51 956 CHF | 8 209 CHF | 100,00% | 100,00% |
08/08/2024 | 3,36% | 0,31 CHF | 0,32 CHF | 170 000 | 25 000 | 174 186 | 25 000 | 50 995 CHF | 7 574 CHF | 61,14% | 61,14% |
07/08/2024 | 3,01% | 0,33 CHF | 0,34 CHF | 160 000 | 25 000 | 160 190 | 25 000 | 52 371 CHF | 8 431 CHF | 73,57% | 73,57% |
06/08/2024 | 3,95% | 0,26 CHF | 0,27 CHF | 176 950 | 25 000 | 176 660 | 22 315 | 46 582 CHF | 6 092 CHF | 75,93% | 75,93% |
02/08/2024 | 7,06% | 0,39 CHF | 0,42 CHF | 3 750 | 3 750 | 3 750 | 3 750 | 1 539 CHF | 1 652 CHF | 97,74% | 97,74% |
31/07/2024 | 3,51% | 0,49 CHF | 0,50 CHF | 12 500 | 12 500 | 12 246 | 12 246 | 6 131 CHF | 6 350 CHF | 30,57% | 30,57% |