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 | 2,77% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 141 815 | 98 687 | 51 577 CHF | 36 977 CHF | 99,18% | 99,18% |
14/08/2024 | 2,86% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 146 877 | 98 004 | 51 610 CHF | 35 438 CHF | 98,49% | 98,49% |
13/08/2024 | 3,21% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 167 890 | 100 000 | 51 477 CHF | 31 729 CHF | 74,36% | 74,36% |
12/08/2024 | 3,20% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 169 176 | 100 000 | 52 018 CHF | 31 786 CHF | 99,38% | 99,38% |
09/08/2024 | 3,20% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 168 577 | 100 000 | 51 816 CHF | 31 833 CHF | 99,39% | 99,39% |
08/08/2024 | 3,56% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 182 480 | 100 000 | 50 446 CHF | 28 732 CHF | 61,54% | 61,54% |
07/08/2024 | 3,13% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 164 259 | 100 000 | 51 714 CHF | 32 625 CHF | 95,41% | 95,41% |
06/08/2024 | 4,84% | 0,25 CHF | 0,26 CHF | 190 931 | 100 000 | 180 238 | 77 216 | 49 339 CHF | 21 553 CHF | 63,37% | 63,37% |
02/08/2024 | 7,25% | 0,38 CHF | 0,40 CHF | 140 000 | 25 000 | 138 098 | 25 000 | 52 107 CHF | 10 150 CHF | 98,37% | 98,37% |
31/07/2024 | 2,32% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 107 402 | 92 373 | 51 786 CHF | 45 467 CHF | 30,66% | 30,66% |