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 | 3,38% | 0,33 CHF | 0,34 CHF | 160 000 | 25 000 | 167 105 | 24 940 | 49 319 CHF | 7 644 CHF | 87,36% | 87,36% |
14/08/2024 | 4,11% | 0,24 CHF | 0,25 CHF | 174 746 | 25 000 | 174 601 | 24 897 | 42 082 CHF | 6 252 CHF | 98,68% | 98,68% |
13/08/2024 | 4,99% | 0,19 CHF | 0,20 CHF | 178 412 | 25 000 | 178 441 | 25 000 | 34 963 CHF | 5 149 CHF | 96,64% | 96,64% |
12/08/2024 | 4,21% | 0,23 CHF | 0,24 CHF | 176 841 | 25 000 | 176 192 | 25 000 | 40 938 CHF | 6 059 CHF | 100,00% | 100,00% |
09/08/2024 | 4,18% | 0,23 CHF | 0,24 CHF | 176 109 | 25 000 | 175 335 | 25 000 | 41 199 CHF | 6 125 CHF | 100,00% | 100,00% |
08/08/2024 | 4,66% | 0,23 CHF | 0,24 CHF | 175 639 | 25 000 | 176 284 | 25 000 | 37 060 CHF | 5 506 CHF | 97,81% | 97,81% |
07/08/2024 | 4,09% | 0,25 CHF | 0,26 CHF | 174 304 | 25 000 | 174 143 | 25 000 | 41 847 CHF | 6 258 CHF | 82,52% | 82,52% |
06/08/2024 | 5,76% | 0,18 CHF | 0,19 CHF | 177 329 | 25 000 | 177 138 | 22 323 | 32 207 CHF | 4 264 CHF | 76,15% | 76,15% |
02/08/2024 | 8,51% | 0,31 CHF | 0,34 CHF | 3 750 | 3 750 | 3 750 | 3 750 | 1 232 CHF | 1 342 CHF | 98,98% | 98,98% |
31/07/2024 | 4,14% | 0,41 CHF | 0,42 CHF | 12 500 | 12 500 | 12 246 | 12 246 | 5 131 CHF | 5 347 CHF | 30,66% | 30,66% |