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 | 3,20% | 0,32 CHF | 0,33 CHF | 160 000 | 50 000 | 166 146 | 49 160 | 52 122 CHF | 15 926 CHF | 99,16% | 99,16% |
14/08/2024 | 3,24% | 0,31 CHF | 0,32 CHF | 170 000 | 50 000 | 168 782 | 48 334 | 52 517 CHF | 15 526 CHF | 92,70% | 92,70% |
13/08/2024 | 3,28% | 0,31 CHF | 0,32 CHF | 170 000 | 50 000 | 173 486 | 50 000 | 51 988 CHF | 15 497 CHF | 96,32% | 96,32% |
12/08/2024 | 3,07% | 0,31 CHF | 0,32 CHF | 170 000 | 50 000 | 161 854 | 50 000 | 51 979 CHF | 16 565 CHF | 100,00% | 100,00% |
09/08/2024 | 3,02% | 0,32 CHF | 0,33 CHF | 160 000 | 50 000 | 160 000 | 50 000 | 52 266 CHF | 16 833 CHF | 100,00% | 100,00% |
08/08/2024 | 3,29% | 0,32 CHF | 0,33 CHF | 160 000 | 50 000 | 171 702 | 50 000 | 51 388 CHF | 15 475 CHF | 97,96% | 97,96% |
07/08/2024 | 3,26% | 0,30 CHF | 0,31 CHF | 170 000 | 50 000 | 170 000 | 50 000 | 51 240 CHF | 15 571 CHF | 100,00% | 100,00% |
06/08/2024 | 4,45% | 0,30 CHF | 0,31 CHF | 170 000 | 50 000 | 173 438 | 37 706 | 51 361 CHF | 11 699 CHF | 99,25% | 99,25% |
02/08/2024 | 7,45% | 0,32 CHF | 0,35 CHF | 160 000 | 10 000 | 159 632 | 10 000 | 52 040 CHF | 3 513 CHF | 93,27% | 93,27% |
31/07/2024 | 3,18% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 145 275 | 44 740 | 51 238 CHF | 16 332 CHF | 30,67% | 30,67% |