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 | 2,65% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 137 220 | 98 688 | 51 833 CHF | 38 335 CHF | 99,18% | 99,18% |
14/08/2024 | 2,77% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 141 671 | 98 004 | 51 377 CHF | 36 541 CHF | 98,49% | 98,49% |
13/08/2024 | 3,16% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 166 961 | 100 000 | 52 049 CHF | 32 277 CHF | 96,93% | 96,93% |
12/08/2024 | 3,06% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 162 272 | 100 000 | 52 175 CHF | 33 180 CHF | 99,38% | 99,38% |
09/08/2024 | 3,08% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 162 441 | 100 000 | 51 852 CHF | 33 016 CHF | 99,13% | 99,13% |
08/08/2024 | 3,40% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 177 093 | 100 000 | 51 221 CHF | 29 998 CHF | 86,45% | 86,45% |
07/08/2024 | 2,97% | 0,36 CHF | 0,37 CHF | 140 000 | 100 000 | 155 621 | 100 000 | 51 649 CHF | 34 287 CHF | 92,57% | 92,57% |
06/08/2024 | 4,78% | 0,27 CHF | 0,28 CHF | 190 652 | 100 000 | 175 420 | 72 593 | 50 997 CHF | 21 777 CHF | 74,05% | 74,05% |
02/08/2024 | 6,79% | 0,39 CHF | 0,42 CHF | 130 000 | 25 000 | 131 979 | 25 000 | 51 711 CHF | 10 489 CHF | 97,47% | 97,47% |
31/07/2024 | 2,15% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 105 899 | 92 373 | 52 536 CHF | 46 719 CHF | 30,66% | 30,66% |