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 | 2,32% | 0,44 CHF | 0,45 CHF | 109 327 | 25 000 | 109 201 | 24 608 | 47 672 CHF | 10 990 CHF | 93,01% | 93,01% |
14/08/2024 | 2,71% | 0,43 CHF | 0,44 CHF | 108 700 | 25 000 | 96 916 | 22 808 | 40 819 CHF | 9 831 CHF | 98,68% | 98,68% |
13/08/2024 | 2,61% | 0,40 CHF | 0,41 CHF | 110 027 | 25 000 | 110 696 | 25 000 | 41 910 CHF | 9 716 CHF | 96,64% | 96,64% |
12/08/2024 | 2,51% | 0,38 CHF | 0,39 CHF | 110 606 | 25 000 | 110 415 | 25 000 | 43 490 CHF | 10 097 CHF | 100,00% | 100,00% |
09/08/2024 | 2,65% | 0,40 CHF | 0,41 CHF | 109 652 | 25 000 | 110 600 | 25 000 | 41 277 CHF | 9 581 CHF | 100,00% | 100,00% |
08/08/2024 | 3,18% | 0,33 CHF | 0,34 CHF | 111 801 | 25 000 | 111 803 | 25 000 | 34 591 CHF | 7 985 CHF | 97,81% | 97,81% |
07/08/2024 | 3,07% | 0,35 CHF | 0,36 CHF | 111 431 | 25 000 | 111 579 | 25 000 | 35 870 CHF | 8 287 CHF | 99,70% | 99,70% |
06/08/2024 | 5,04% | 0,28 CHF | 0,29 CHF | 111 827 | 25 000 | 112 425 | 18 844 | 29 048 CHF | 5 046 CHF | 99,34% | 99,34% |
02/08/2024 | 6,44% | 0,37 CHF | 0,40 CHF | 109 731 | 5 000 | 107 345 | 5 000 | 48 636 CHF | 2 419 CHF | 86,40% | 86,40% |
31/07/2024 | 2,08% | 0,54 CHF | 0,55 CHF | 100 000 | 20 000 | 99 175 | 18 985 | 53 336 CHF | 10 400 CHF | 30,66% | 30,66% |