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 | 3,27% | 0,30 CHF | 0,31 CHF | 170 000 | 100 000 | 171 658 | 98 951 | 51 887 CHF | 30 920 CHF | 99,18% | 99,18% |
14/08/2024 | 3,28% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 169 116 | 98 268 | 51 916 CHF | 31 181 CHF | 98,48% | 98,48% |
13/08/2024 | 3,03% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 160 715 | 100 000 | 52 253 CHF | 33 530 CHF | 96,31% | 96,31% |
12/08/2024 | 3,27% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 171 407 | 100 000 | 51 638 CHF | 31 136 CHF | 100,00% | 100,00% |
09/08/2024 | 3,57% | 0,30 CHF | 0,31 CHF | 170 000 | 100 000 | 185 759 | 100 000 | 51 063 CHF | 28 561 CHF | 99,35% | 99,35% |
08/08/2024 | 3,43% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 178 552 | 100 000 | 51 210 CHF | 29 700 CHF | 97,95% | 97,95% |
07/08/2024 | 4,16% | 0,25 CHF | 0,26 CHF | 192 553 | 100 000 | 162 691 | 90 389 | 43 288 CHF | 25 139 CHF | 97,48% | 97,48% |
06/08/2024 | 6,06% | 0,34 CHF | 0,35 CHF | 50 000 | 50 000 | 39 708 | 39 708 | 13 432 CHF | 14 210 CHF | 98,78% | 98,78% |
02/08/2024 | 14,10% | 0,27 CHF | 0,30 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 2 924 CHF | 3 364 CHF | 96,36% | 96,36% |
31/07/2024 | 9,49% | 0,19 CHF | 0,21 CHF | 50 000 | 50 000 | 47 056 | 47 056 | 8 988 CHF | 9 871 CHF | 30,64% | 30,64% |