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 | 4,40% | 0,23 CHF | 0,24 CHF | 220 000 | 50 000 | 225 240 | 49 160 | 50 600 CHF | 11 542 CHF | 99,16% | 99,16% |
14/08/2024 | 4,37% | 0,22 CHF | 0,23 CHF | 230 000 | 50 000 | 225 958 | 48 334 | 50 600 CHF | 11 302 CHF | 92,70% | 92,70% |
13/08/2024 | 4,54% | 0,22 CHF | 0,23 CHF | 230 000 | 50 000 | 234 317 | 50 000 | 50 479 CHF | 11 284 CHF | 96,32% | 96,32% |
12/08/2024 | 4,23% | 0,23 CHF | 0,24 CHF | 220 000 | 50 000 | 218 191 | 50 000 | 50 530 CHF | 12 091 CHF | 100,00% | 100,00% |
09/08/2024 | 4,08% | 0,24 CHF | 0,25 CHF | 210 000 | 50 000 | 210 000 | 50 000 | 50 400 CHF | 12 500 CHF | 100,00% | 100,00% |
08/08/2024 | 4,46% | 0,24 CHF | 0,25 CHF | 210 000 | 50 000 | 230 428 | 50 000 | 50 553 CHF | 11 479 CHF | 97,96% | 97,96% |
07/08/2024 | 4,44% | 0,22 CHF | 0,23 CHF | 230 000 | 50 000 | 229 770 | 50 000 | 50 600 CHF | 11 512 CHF | 100,00% | 100,00% |
06/08/2024 | 5,86% | 0,22 CHF | 0,23 CHF | 230 000 | 50 000 | 233 609 | 37 706 | 50 524 CHF | 8 667 CHF | 99,25% | 99,25% |
02/08/2024 | 10,55% | 0,23 CHF | 0,26 CHF | 220 000 | 10 000 | 215 648 | 10 000 | 50 513 CHF | 2 604 CHF | 98,88% | 98,88% |
31/07/2024 | 3,90% | 0,26 CHF | 0,27 CHF | 200 000 | 50 000 | 200 000 | 44 740 | 51 269 CHF | 11 954 CHF | 30,67% | 30,67% |