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 | 4,23% | 0,30 CHF | 0,31 CHF | 157 543 | 75 000 | 156 305 | 74 597 | 48 384 CHF | 24 086 CHF | 98,38% | 98,38% |
14/08/2024 | 4,31% | 0,34 CHF | 0,35 CHF | 154 196 | 75 000 | 154 263 | 73 626 | 49 549 CHF | 24 698 CHF | 73,31% | 73,31% |
13/08/2024 | 4,37% | 0,31 CHF | 0,32 CHF | 156 020 | 75 000 | 152 150 | 75 000 | 49 834 CHF | 25 723 CHF | 88,30% | 88,30% |
12/08/2024 | 3,99% | 0,37 CHF | 0,39 CHF | 140 000 | 75 000 | 138 076 | 75 000 | 52 666 CHF | 29 780 CHF | 97,93% | 97,93% |
09/08/2024 | 3,45% | 0,39 CHF | 0,41 CHF | 130 000 | 75 000 | 126 845 | 75 000 | 51 543 CHF | 31 570 CHF | 100,00% | 100,00% |
08/08/2024 | 3,46% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 130 453 | 75 000 | 51 913 CHF | 30 946 CHF | 96,70% | 96,70% |
07/08/2024 | 3,09% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 121 248 | 75 000 | 52 698 CHF | 33 657 CHF | 100,00% | 100,00% |
06/08/2024 | 5,11% | 0,39 CHF | 0,40 CHF | 130 000 | 75 000 | 132 049 | 64 707 | 51 832 CHF | 26 758 CHF | 99,52% | 99,52% |
02/08/2024 | 11,08% | 0,38 CHF | 0,42 CHF | 140 000 | 20 000 | 141 606 | 20 000 | 51 648 CHF | 8 154 CHF | 84,51% | 84,51% |
31/07/2024 | 3,94% | 0,38 CHF | 0,40 CHF | 140 000 | 75 000 | 131 097 | 72 475 | 51 466 CHF | 29 576 CHF | 29,48% | 29,48% |