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 | 3,04% | 0,48 CHF | 0,49 CHF | 110 000 | 75 000 | 106 727 | 74 597 | 52 560 CHF | 37 887 CHF | 98,38% | 98,38% |
14/08/2024 | 2,95% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 102 147 | 73 977 | 51 789 CHF | 38 661 CHF | 98,49% | 98,49% |
13/08/2024 | 2,83% | 0,49 CHF | 0,51 CHF | 110 000 | 75 000 | 101 818 | 75 000 | 51 976 CHF | 39 470 CHF | 97,09% | 97,09% |
12/08/2024 | 2,38% | 0,56 CHF | 0,57 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 50 994 CHF | 43 520 CHF | 97,93% | 97,93% |
09/08/2024 | 2,51% | 0,58 CHF | 0,59 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 53 064 CHF | 45 346 CHF | 100,00% | 100,00% |
08/08/2024 | 2,43% | 0,60 CHF | 0,61 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 52 372 CHF | 44 715 CHF | 96,70% | 96,70% |
07/08/2024 | 2,20% | 0,62 CHF | 0,63 CHF | 90 000 | 75 000 | 86 451 | 75 000 | 53 333 CHF | 47 344 CHF | 99,35% | 99,35% |
06/08/2024 | 3,44% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 90 731 | 64 655 | 52 271 CHF | 38 569 CHF | 99,02% | 99,02% |
02/08/2024 | 7,67% | 0,56 CHF | 0,61 CHF | 90 000 | 20 000 | 97 611 | 20 000 | 53 146 CHF | 11 765 CHF | 95,60% | 95,60% |
31/07/2024 | 2,42% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 90 000 | 72 475 | 51 904 CHF | 42 798 CHF | 29,49% | 29,49% |