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 | 3,01% | 0,31 CHF | 0,32 CHF | 162 197 | 50 000 | 156 653 | 49 810 | 51 236 CHF | 16 807 CHF | 92,55% | 92,55% |
14/08/2024 | 2,90% | 0,33 CHF | 0,34 CHF | 160 000 | 50 000 | 151 457 | 49 259 | 51 394 CHF | 17 212 CHF | 97,49% | 97,49% |
13/08/2024 | 2,72% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 141 965 | 50 000 | 51 566 CHF | 18 671 CHF | 96,93% | 96,93% |
12/08/2024 | 2,74% | 0,35 CHF | 0,36 CHF | 150 000 | 50 000 | 142 314 | 50 000 | 51 280 CHF | 18 525 CHF | 100,00% | 100,00% |
09/08/2024 | 2,73% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 142 343 | 50 000 | 51 376 CHF | 18 560 CHF | 100,00% | 100,00% |
08/08/2024 | 2,76% | 0,35 CHF | 0,36 CHF | 150 000 | 50 000 | 143 724 | 50 000 | 51 303 CHF | 18 358 CHF | 91,82% | 91,82% |
07/08/2024 | 3,84% | 0,34 CHF | 0,35 CHF | 150 000 | 50 000 | 31 233 | 26 239 | 11 877 CHF | 10 567 CHF | 71,53% | 71,53% |
06/08/2024 | 2,97% | 0,38 CHF | 0,39 CHF | 140 000 | 50 000 | 140 815 | 40 102 | 52 221 CHF | 15 399 CHF | 96,98% | 96,98% |
02/08/2024 | 5,15% | 0,38 CHF | 0,40 CHF | 140 000 | 10 000 | 140 521 | 10 000 | 51 958 CHF | 3 894 CHF | 97,95% | 97,95% |
31/07/2024 | 3,20% | 0,30 CHF | 0,31 CHF | 163 587 | 50 000 | 163 424 | 47 460 | 50 263 CHF | 15 065 CHF | 30,67% | 30,67% |