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 | 5,89% | 0,28 CHF | 0,30 CHF | 180 000 | 50 000 | 192 646 | 49 487 | 50 864 CHF | 13 871 CHF | 99,07% | 99,07% |
14/08/2024 | 6,47% | 0,28 CHF | 0,30 CHF | 180 000 | 50 000 | 179 615 | 48 917 | 51 678 CHF | 15 014 CHF | 98,83% | 98,83% |
13/08/2024 | 6,38% | 0,28 CHF | 0,30 CHF | 180 000 | 50 000 | 185 181 | 50 000 | 51 023 CHF | 14 711 CHF | 86,82% | 86,82% |
12/08/2024 | 6,40% | 0,29 CHF | 0,30 CHF | 180 000 | 50 000 | 178 533 | 50 000 | 51 801 CHF | 15 479 CHF | 96,80% | 96,80% |
09/08/2024 | 5,95% | 0,28 CHF | 0,30 CHF | 180 000 | 50 000 | 183 821 | 50 000 | 51 088 CHF | 14 763 CHF | 98,42% | 98,42% |
08/08/2024 | 7,78% | 0,27 CHF | 0,29 CHF | 190 000 | 50 000 | 129 740 | 41 066 | 35 439 CHF | 12 151 CHF | 35,05% | 35,05% |
07/08/2024 | 5,19% | 0,32 CHF | 0,33 CHF | 160 000 | 50 000 | 148 370 | 50 000 | 51 332 CHF | 18 257 CHF | 92,76% | 92,76% |
06/08/2024 | 6,06% | 0,33 CHF | 0,35 CHF | 160 000 | 50 000 | 150 743 | 46 450 | 52 080 CHF | 16 919 CHF | 54,70% | 54,70% |
02/08/2024 | 12,76% | 0,46 CHF | 0,52 CHF | 110 000 | 10 000 | 116 599 | 10 000 | 52 644 CHF | 5 133 CHF | 99,11% | 99,11% |
31/07/2024 | 4,51% | 0,49 CHF | 0,51 CHF | 110 000 | 50 000 | 107 938 | 45 593 | 52 360 CHF | 23 148 CHF | 30,67% | 30,67% |